+2,683.6%
MUU vs DG
+56.4%
+2,627.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +4.3% |
| 7D | +15.0% | -4.8% | +19.9% | +12.5% |
| 30D | +36.8% | +1.8% | +35.1% | +38.5% |
| 3M | -8.5% | +14.5% | -23.0% | -2.2% |
| 6M | +320.7% | -13.6% | +334.3% | +319.1% |
| YTD | +599.7% | -4.8% | +604.5% | +617.1% |
| 1Y | +2,569.2% | +21.6% | +2,547.6% | +2,896.8% |
| All | +2,683.6% | +56.4% | +2,627.2% | +3,149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling