+1,272.2%
MUU vs ECL
+23.8%
+1,248.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -5.8% |
| 7D | +24.7% | +2.9% | +21.8% | +23.6% |
| 30D | -35.1% | +7.5% | -42.6% | -36.3% |
| 3M | -44.3% | +12.2% | -56.5% | -46.6% |
| 6M | -44.4% | +24.6% | -69.0% | -52.7% |
| YTD | +244.9% | +18.8% | +226.2% | +201.2% |
| 1Y | +365.6% | +19.3% | +346.3% | +303.4% |
| All | +1,272.2% | +23.8% | +1,248.4% | +957.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling