+2,163.5%
MUU vs DLR
+14.5%
+2,149.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.4% | -6.9% |
| 7D | +3.6% | -1.3% | +4.8% | +5.5% |
| 30D | +22.3% | -2.9% | +25.2% | +27.9% |
| 3M | -8.2% | +3.2% | -11.4% | -9.0% |
| 6M | +256.3% | +3.9% | +252.5% | +242.6% |
| YTD | +534.4% | +21.4% | +513.0% | +381.9% |
| 1Y | +2,163.5% | +9.7% | +2,153.8% | +1,912.3% |
| All | +2,163.5% | +14.5% | +2,149.0% | +1,912.3% |
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