+2,423.9%
MUU vs EL
+6.3%
+2,417.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.0% |
| 7D | +3.6% | -4.4% | +7.9% | +6.4% |
| 30D | +22.3% | +10.3% | +12.1% | +13.5% |
| 3M | -8.2% | +13.4% | -21.6% | -17.1% |
| 6M | +256.3% | +3.1% | +253.3% | +236.3% |
| YTD | +534.4% | -6.9% | +541.3% | +516.3% |
| 1Y | +2,163.5% | +11.9% | +2,151.6% | +1,784.5% |
| All | +2,423.9% | +6.3% | +2,417.6% | +1,589.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling