+1,106.1%
MUU vs ED
+24.1%
+1,081.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -0.8% |
| 7D | -32.5% | +2.1% | -34.6% | -27.4% |
| 30D | -55.2% | +12.4% | -67.7% | -38.4% |
| 3M | -40.7% | +13.1% | -53.9% | -17.2% |
| 6M | -43.9% | +14.1% | -58.0% | -14.5% |
| YTD | +203.2% | +23.1% | +180.1% | +438.9% |
| 1Y | +257.0% | +25.4% | +231.6% | +567.2% |
| All | +1,106.1% | +24.1% | +1,081.9% | +2,448.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 all: compounded portfolio wealth divided by compounded ED 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…
all analysis · Full analysis span regression · 6 months rolling