+2,423.9%
MUU vs EAT
+153.8%
+2,270.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.0% | -9.2% |
| 7D | +3.6% | -6.2% | +9.8% | +6.6% |
| 30D | +22.3% | -3.0% | +25.3% | +23.2% |
| 3M | -8.2% | +45.6% | -53.8% | -26.2% |
| 6M | +256.3% | +53.5% | +202.8% | +173.9% |
| YTD | +534.4% | +49.6% | +484.8% | +394.5% |
| 1Y | +2,163.5% | +38.9% | +2,124.6% | +1,734.5% |
| All | +2,423.9% | +153.8% | +2,270.1% | +2,020.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling