+2,396.1%
MUU vs EFV
+59.4%
+2,336.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -5.0% |
| 7D | -8.2% | -0.8% | -7.4% | -5.7% |
| 30D | +10.2% | +0.6% | +9.5% | +7.4% |
| 3M | -26.5% | +7.5% | -34.0% | -41.8% |
| 6M | +227.2% | +13.0% | +214.2% | +131.9% |
| YTD | +527.4% | +18.3% | +509.1% | +280.5% |
| 1Y | +1,843.7% | +26.7% | +1,816.9% | +863.5% |
| All | +2,396.1% | +59.4% | +2,336.7% | +511.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling