+2,683.6%
MUU vs EL
+8.9%
+2,674.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +7.2% |
| 7D | +15.0% | -2.4% | +17.4% | +16.7% |
| 30D | +36.8% | +13.7% | +23.1% | +24.6% |
| 3M | -8.5% | +14.5% | -23.0% | -17.8% |
| 6M | +320.7% | +7.4% | +313.3% | +286.6% |
| YTD | +599.7% | -4.7% | +604.4% | +569.6% |
| 1Y | +2,569.2% | +12.9% | +2,556.2% | +2,113.6% |
| All | +2,683.6% | +8.9% | +2,674.7% | +1,735.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling