+504.3%
MUU vs ES
-1.6%
+505.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +2.1% | -16.1% | -12.2% |
| 7D | -35.9% | +5.3% | -41.2% | -32.7% |
| 30D | -47.1% | +8.9% | -56.0% | -42.9% |
| 3M | -29.8% | -1.9% | -27.9% | -28.6% |
| 6M | +16.0% | +3.9% | +12.1% | +22.3% |
| YTD | +286.1% | +8.3% | +277.8% | +304.2% |
| 1Y | +504.3% | -0.1% | +504.5% | +558.4% |
| All | +504.3% | -1.6% | +505.9% | +558.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling