+1,272.2%
MUU vs EL
+23.2%
+1,249.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.4% | -5.9% |
| 7D | +24.7% | +1.5% | +23.1% | +23.6% |
| 30D | -35.1% | +10.0% | -45.1% | -38.2% |
| 3M | -44.3% | +28.4% | -72.7% | -52.6% |
| 6M | -44.4% | +37.1% | -81.5% | -56.2% |
| YTD | +244.9% | +7.8% | +237.1% | +208.1% |
| 1Y | +365.6% | +26.0% | +339.6% | +267.0% |
| All | +1,272.2% | +23.2% | +1,249.1% | +744.5% |
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