+2,538.2%
MUU vs ECL
+11.0%
+2,527.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | +13.9% | -0.8% | +14.7% | +14.3% |
| 30D | +24.8% | -2.5% | +27.3% | +25.8% |
| 3M | -15.7% | +8.3% | -24.1% | -23.1% |
| 6M | +338.9% | -1.1% | +340.0% | +333.4% |
| YTD | +563.2% | +6.5% | +556.6% | +500.2% |
| 1Y | +2,577.5% | +2.1% | +2,575.4% | +2,416.8% |
| All | +2,538.2% | +11.0% | +2,527.2% | +2,007.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling