+2,396.1%
MUU vs DD
+23.0%
+2,373.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.6% |
| 7D | -8.2% | -3.5% | -4.7% | -2.5% |
| 30D | +10.2% | -11.7% | +21.8% | +37.3% |
| 3M | -26.5% | -9.2% | -17.3% | -11.5% |
| 6M | +227.2% | -7.2% | +234.4% | +301.1% |
| YTD | +527.4% | +6.6% | +520.8% | +484.0% |
| 1Y | +1,843.7% | +32.0% | +1,811.7% | +1,105.5% |
| All | +2,396.1% | +23.0% | +2,373.1% | +1,802.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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