+504.3%
MUU vs ECL
+23.8%
+480.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +3.4% | -17.4% | -11.5% |
| 7D | -35.9% | +7.7% | -43.6% | -32.0% |
| 30D | -47.1% | +13.7% | -60.8% | -42.3% |
| 3M | -29.8% | +11.6% | -41.4% | -23.6% |
| 6M | +16.0% | +23.9% | -7.9% | +23.7% |
| YTD | +286.1% | +21.0% | +265.1% | +315.9% |
| 1Y | +504.3% | +23.1% | +481.2% | +546.3% |
| All | +504.3% | +23.8% | +480.6% | +546.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling