+504.3%
MUU vs DGX
+45.0%
+459.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +3.5% | -17.5% | -9.9% |
| 7D | -35.9% | +4.1% | -40.0% | -32.1% |
| 30D | -47.1% | +10.5% | -57.6% | -40.0% |
| 3M | -29.8% | +9.8% | -39.7% | -20.5% |
| 6M | +16.0% | +34.6% | -18.5% | +75.3% |
| YTD | +286.1% | +49.8% | +236.3% | +557.7% |
| 1Y | +504.3% | +46.0% | +458.3% | +897.4% |
| All | +504.3% | +45.0% | +459.4% | +897.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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