+2,396.1%
MUU vs DVA
+14.0%
+2,382.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -8.2% | -1.3% | -6.9% | -8.2% |
| 30D | +10.2% | 0.0% | +10.1% | +10.2% |
| 3M | -26.5% | -10.9% | -15.6% | -27.1% |
| 6M | +227.2% | +17.3% | +209.9% | +209.0% |
| YTD | +527.4% | +59.8% | +467.6% | +460.2% |
| 1Y | +1,843.7% | +36.3% | +1,807.4% | +1,742.4% |
| All | +2,396.1% | +14.0% | +2,382.1% | +2,293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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