+1,272.2%
MUU vs ES
+23.7%
+1,248.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.1% | -5.1% |
| 7D | +24.7% | +2.7% | +22.0% | +25.3% |
| 30D | -35.1% | +7.6% | -42.7% | -34.3% |
| 3M | -44.3% | +0.5% | -44.8% | -43.4% |
| 6M | -44.4% | +7.6% | -52.0% | -44.9% |
| YTD | +244.9% | +10.2% | +234.7% | +235.1% |
| 1Y | +365.6% | +1.8% | +363.8% | +364.9% |
| All | +1,272.2% | +23.7% | +1,248.6% | +1,018.9% |
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