+2,620.0%
MUU vs DLR
+25.1%
+2,594.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.3% | +11.3% | +11.1% |
| 7D | +17.4% | +1.6% | +15.8% | +14.6% |
| 30D | +24.0% | -3.4% | +27.3% | +31.7% |
| 3M | -23.9% | +0.5% | -24.4% | -24.8% |
| 6M | +284.4% | +4.6% | +279.9% | +251.9% |
| YTD | +583.7% | +23.4% | +560.3% | +362.1% |
| 1Y | +2,981.5% | +19.0% | +2,962.4% | +2,114.9% |
| All | +2,620.0% | +25.1% | +2,594.9% | +1,927.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling