+365.6%
MUU vs DG
+31.9%
+333.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.5% |
| 7D | +24.7% | +0.3% | +24.4% | +24.7% |
| 30D | -35.1% | +3.2% | -38.4% | -32.3% |
| 3M | -44.3% | +10.4% | -54.7% | -38.7% |
| 6M | -44.4% | +33.2% | -77.6% | -34.3% |
| YTD | +244.9% | +3.0% | +242.0% | +290.2% |
| 1Y | +365.6% | +31.2% | +334.4% | +464.4% |
| All | +365.6% | +31.9% | +333.7% | +464.4% |
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 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