+2,538.2%
MUU vs DFNS
-96.4%
+2,634.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.0% |
| 7D | +13.9% | +0.8% | +13.1% | +13.9% |
| 30D | +24.8% | -73.2% | +98.0% | +24.8% |
| 3M | -15.7% | -72.4% | +56.7% | -15.2% |
| 6M | +338.9% | -95.2% | +434.1% | +341.9% |
| YTD | +563.2% | -98.0% | +661.1% | +567.7% |
| 1Y | +2,577.5% | -98.3% | +2,675.8% | +2,597.0% |
| All | +2,538.2% | -96.4% | +2,634.6% | +2,658.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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