+2,569.2%
MUU vs ES
+17.2%
+2,552.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +4.8% |
| 7D | +15.0% | 0.0% | +15.0% | +15.1% |
| 30D | +36.8% | -1.0% | +37.8% | +36.5% |
| 3M | -8.5% | +1.5% | -10.0% | -7.9% |
| 6M | +320.7% | -3.5% | +324.2% | +332.7% |
| YTD | +599.7% | +7.0% | +592.7% | +596.7% |
| 1Y | +2,569.2% | +15.3% | +2,553.9% | +2,547.2% |
| All | +2,569.2% | +17.2% | +2,552.0% | +2,547.2% |
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