+504.3%
MUU vs DG
+45.3%
+459.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +8.5% | -22.5% | -7.8% |
| 7D | -35.9% | +12.3% | -48.1% | -29.3% |
| 30D | -47.1% | +19.3% | -66.4% | -39.1% |
| 3M | -29.8% | +11.9% | -41.7% | -21.3% |
| 6M | +16.0% | +25.0% | -9.0% | +39.1% |
| YTD | +286.1% | +8.7% | +277.4% | +356.5% |
| 1Y | +504.3% | +44.7% | +459.6% | +641.0% |
| All | +504.3% | +45.3% | +459.1% | +641.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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