+2,683.6%
MUU vs DD
+23.9%
+2,659.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +10.1% |
| 7D | +15.0% | -3.8% | +18.8% | +22.7% |
| 30D | +36.8% | -9.2% | +46.0% | +62.2% |
| 3M | -8.5% | -9.0% | +0.5% | +11.0% |
| 6M | +320.7% | -5.0% | +325.7% | +395.5% |
| YTD | +599.7% | +7.4% | +592.3% | +542.4% |
| 1Y | +2,569.2% | +35.1% | +2,534.1% | +1,487.6% |
| All | +2,683.6% | +23.9% | +2,659.7% | +1,992.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling