+2,423.9%
MUU vs DT
-4.1%
+2,428.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.6% | -11.0% | -9.9% |
| 7D | +3.6% | -2.5% | +6.1% | +4.4% |
| 30D | +22.3% | +3.5% | +18.8% | +20.2% |
| 3M | -8.2% | +26.7% | -34.9% | -19.4% |
| 6M | +256.3% | +36.1% | +220.2% | +186.3% |
| YTD | +534.4% | +18.6% | +515.8% | +481.3% |
| 1Y | +2,163.5% | +7.9% | +2,155.6% | +2,204.9% |
| All | +2,423.9% | -4.1% | +2,428.0% | +2,711.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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