+2,683.6%
MUU vs ECL
+8.7%
+2,674.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.4% |
| 7D | +15.0% | -2.7% | +17.8% | +16.4% |
| 30D | +36.8% | -4.3% | +41.1% | +38.9% |
| 3M | -8.5% | +3.2% | -11.7% | -13.7% |
| 6M | +320.7% | -2.9% | +323.6% | +317.9% |
| YTD | +599.7% | +4.3% | +595.4% | +538.8% |
| 1Y | +2,569.2% | +1.6% | +2,567.5% | +2,371.3% |
| All | +2,683.6% | +8.7% | +2,674.9% | +2,143.1% |
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