+365.6%
MUU vs DD
+27.9%
+337.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.2% |
| 7D | +24.7% | +5.0% | +19.7% | +14.3% |
| 30D | -35.1% | +19.7% | -54.8% | -51.4% |
| 3M | -44.3% | +7.2% | -51.4% | -49.0% |
| 6M | -44.4% | +1.0% | -45.5% | -42.1% |
| YTD | +244.9% | +29.1% | +215.8% | +130.5% |
| 1Y | +365.6% | +28.5% | +337.1% | +218.7% |
| All | +365.6% | +27.9% | +337.7% | +218.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling