+504.3%
MUU vs EL
+25.6%
+478.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +6.3% | -20.3% | -15.4% |
| 7D | -35.9% | +2.5% | -38.4% | -36.2% |
| 30D | -47.1% | +20.1% | -67.2% | -49.5% |
| 3M | -29.8% | +29.3% | -59.1% | -34.8% |
| 6M | +16.0% | +38.8% | -22.7% | +2.5% |
| YTD | +286.1% | +8.1% | +278.0% | +253.4% |
| 1Y | +504.3% | +22.3% | +482.0% | +438.0% |
| All | +504.3% | +25.6% | +478.7% | +438.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling