+2,396.1%
MUU vs EFX
-39.0%
+2,435.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -8.2% | -4.5% | -3.7% | -8.3% |
| 30D | +10.2% | -6.1% | +16.2% | +9.9% |
| 3M | -26.5% | +6.2% | -32.7% | -31.1% |
| 6M | +227.2% | -11.2% | +238.4% | +230.6% |
| YTD | +527.4% | -21.4% | +548.8% | +575.4% |
| 1Y | +1,843.7% | -34.3% | +1,878.0% | +2,447.8% |
| All | +2,396.1% | -39.0% | +2,435.1% | +3,044.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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