+365.6%
MUU vs DLR
+13.8%
+351.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -2.4% |
| 7D | +24.7% | +3.3% | +21.3% | +19.2% |
| 30D | -35.1% | +4.6% | -39.7% | -36.2% |
| 3M | -44.3% | -8.3% | -36.0% | -34.8% |
| 6M | -44.4% | -5.6% | -38.8% | -34.0% |
| YTD | +244.9% | +18.7% | +226.2% | +162.0% |
| 1Y | +365.6% | +17.1% | +348.5% | +257.0% |
| All | +365.6% | +13.8% | +351.8% | +257.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling