-44.4%
MUU vs DD
+1.6%
-46.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.0% |
| 7D | +24.7% | +5.0% | +19.7% | +12.7% |
| 30D | -35.1% | +19.7% | -54.8% | -53.5% |
| 3M | -44.3% | +7.2% | -51.4% | -47.8% |
| 6M | -44.4% | +1.0% | -45.5% | -30.4% |
| All | -44.4% | +1.6% | -46.0% | -30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling