+2,683.6%
MUU vs EME
+71.0%
+2,612.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +9.9% |
| 7D | +15.0% | +2.7% | +12.3% | +9.1% |
| 30D | +36.8% | -6.8% | +43.6% | +54.3% |
| 3M | -8.5% | -8.8% | +0.3% | +23.6% |
| 6M | +320.7% | +5.0% | +315.7% | +378.1% |
| YTD | +599.7% | +23.5% | +576.2% | +532.4% |
| 1Y | +2,569.2% | +21.3% | +2,547.9% | +2,256.7% |
| All | +2,683.6% | +71.0% | +2,612.6% | +1,187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 all: compounded portfolio wealth divided by compounded EME 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…
all analysis · Full analysis span regression · 6 months rolling