+365.6%
MUU vs DT
-2.7%
+368.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.3% |
| 7D | +24.7% | +3.1% | +21.5% | +24.8% |
| 30D | -35.1% | -29.5% | -5.6% | -39.6% |
| 3M | -44.3% | -11.7% | -32.5% | -43.6% |
| 6M | -44.4% | +29.0% | -73.4% | -38.3% |
| YTD | +244.9% | +3.4% | +241.6% | +369.6% |
| 1Y | +365.6% | -4.2% | +369.8% | +631.4% |
| All | +365.6% | -2.7% | +368.3% | +631.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling