+2,423.9%
MUU vs DG
+54.4%
+2,369.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.1% | -9.9% |
| 7D | +3.6% | -6.3% | +9.9% | +0.5% |
| 30D | +22.3% | +2.4% | +19.9% | +24.1% |
| 3M | -8.2% | +12.4% | -20.6% | -2.7% |
| 6M | +256.3% | -14.9% | +271.3% | +252.4% |
| YTD | +534.4% | -6.1% | +540.5% | +546.2% |
| 1Y | +2,163.5% | +17.9% | +2,145.6% | +2,409.3% |
| All | +2,423.9% | +54.4% | +2,369.5% | +2,827.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling