+1,106.1%
MUU vs ES
+20.0%
+1,086.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | -32.5% | +0.9% | -33.3% | -32.3% |
| 30D | -55.2% | +5.9% | -61.2% | -54.9% |
| 3M | -40.7% | -1.0% | -39.7% | -40.2% |
| 6M | -43.9% | +7.2% | -51.1% | -45.3% |
| YTD | +203.2% | +7.0% | +196.2% | +193.0% |
| 1Y | +257.0% | +0.5% | +256.6% | +251.6% |
| All | +1,106.1% | +20.0% | +1,086.1% | +878.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling