+2,538.2%
MUU vs CSX
+47.6%
+2,490.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -1.8% |
| 7D | +13.9% | +0.6% | +13.3% | +13.1% |
| 30D | +24.8% | -2.3% | +27.1% | +29.4% |
| 3M | -15.7% | +4.3% | -20.0% | -20.5% |
| 6M | +338.9% | +23.4% | +315.5% | +222.6% |
| YTD | +563.2% | +36.4% | +526.7% | +318.4% |
| 1Y | +2,577.5% | +53.0% | +2,524.5% | +1,302.3% |
| All | +2,538.2% | +47.6% | +2,490.6% | +1,066.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling