+2,683.6%
MUU vs DT
-5.6%
+2,689.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.3% |
| 7D | +15.0% | -0.5% | +15.6% | +15.1% |
| 30D | +36.8% | +0.1% | +36.7% | +36.2% |
| 3M | -8.5% | +24.1% | -32.6% | -18.9% |
| 6M | +320.7% | +30.1% | +290.6% | +249.1% |
| YTD | +599.7% | +16.8% | +582.9% | +545.1% |
| 1Y | +2,569.2% | -0.1% | +2,569.3% | +2,847.6% |
| All | +2,683.6% | -5.6% | +2,689.2% | +3,019.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling