+2,620.0%
MUU vs DD
+27.4%
+2,592.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.4% | +11.2% | +11.0% |
| 7D | +17.4% | -3.5% | +20.9% | +25.1% |
| 30D | +24.0% | -10.3% | +34.3% | +50.8% |
| 3M | -23.9% | -7.5% | -16.4% | -9.0% |
| 6M | +284.4% | -8.0% | +292.4% | +380.2% |
| YTD | +583.7% | +10.5% | +573.2% | +499.1% |
| 1Y | +2,981.5% | +38.3% | +2,943.2% | +1,666.7% |
| All | +2,620.0% | +27.4% | +2,592.6% | +1,851.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling