+2,423.9%
MUU vs DLR
+23.1%
+2,400.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.4% | -6.2% |
| 7D | +3.6% | -1.3% | +4.8% | +6.0% |
| 30D | +22.3% | -2.9% | +25.2% | +29.2% |
| 3M | -8.2% | +3.2% | -11.4% | -13.3% |
| 6M | +256.3% | +3.9% | +252.5% | +227.3% |
| YTD | +534.4% | +21.4% | +513.0% | +340.8% |
| 1Y | +2,163.5% | +9.7% | +2,153.8% | +1,798.1% |
| All | +2,423.9% | +23.1% | +2,400.8% | +1,833.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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