+1,397.6%
MUU vs EMB
+11.7%
+1,385.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.1% | +24.1% | +23.4% |
| 7D | -2.5% | -0.4% | -2.1% | +3.0% |
| 30D | -39.7% | +1.5% | -41.3% | -46.7% |
| 3M | -27.4% | -1.6% | -25.8% | -18.0% |
| 6M | -38.4% | -1.5% | -36.9% | -25.9% |
| YTD | +276.4% | -0.1% | +276.5% | +322.7% |
| 1Y | +390.7% | +0.5% | +390.2% | +432.5% |
| All | +1,397.6% | +11.7% | +1,385.9% | +668.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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