+365.6%
MUU vs ECL
+19.9%
+345.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -4.5% |
| 7D | +24.7% | +2.9% | +21.8% | +26.2% |
| 30D | -35.1% | +7.5% | -42.6% | -31.9% |
| 3M | -44.3% | +12.2% | -56.5% | -40.1% |
| 6M | -44.4% | +24.6% | -69.0% | -43.0% |
| YTD | +244.9% | +18.8% | +226.2% | +257.6% |
| 1Y | +365.6% | +19.3% | +346.3% | +386.3% |
| All | +365.6% | +19.9% | +345.7% | +386.3% |
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