+1,348.1%
MUU vs DT
-16.3%
+1,364.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.9% |
| 7D | +43.7% | +2.7% | +40.9% | +42.3% |
| 30D | -37.2% | -30.4% | -6.9% | -28.0% |
| 3M | -36.1% | -9.4% | -26.7% | -33.4% |
| 6M | -35.7% | +14.5% | -50.2% | -42.4% |
| YTD | +264.0% | +3.6% | +260.4% | +254.0% |
| 1Y | +359.1% | -3.4% | +362.5% | +391.4% |
| All | +1,348.1% | -16.3% | +1,364.4% | +1,611.9% |
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