+2,538.2%
MUU vs DVA
+13.1%
+2,525.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.9% |
| 7D | +13.9% | +2.2% | +11.7% | +13.8% |
| 30D | +24.8% | -2.0% | +26.8% | +24.9% |
| 3M | -15.7% | -6.3% | -9.5% | -17.0% |
| 6M | +338.9% | +19.4% | +319.4% | +313.0% |
| YTD | +563.2% | +58.5% | +504.7% | +492.3% |
| 1Y | +2,577.5% | +33.9% | +2,543.6% | +2,447.4% |
| All | +2,538.2% | +13.1% | +2,525.2% | +2,430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling