+2,396.1%
MUU vs DG
+56.4%
+2,339.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.5% |
| 7D | -8.2% | -6.5% | -1.8% | -11.0% |
| 30D | +10.2% | +4.2% | +6.0% | +12.6% |
| 3M | -26.5% | +9.5% | -36.0% | -22.5% |
| 6M | +227.2% | -13.1% | +240.4% | +226.3% |
| YTD | +527.4% | -4.8% | +532.3% | +542.8% |
| 1Y | +1,843.7% | +20.6% | +1,823.1% | +2,074.8% |
| All | +2,396.1% | +56.4% | +2,339.7% | +2,812.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling