+1,000.7%
MUU vs ES
+20.4%
+980.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.9% | +12.1% | +8.6% |
| 7D | -42.8% | +1.9% | -44.7% | -42.5% |
| 30D | -63.6% | +7.1% | -70.7% | -63.4% |
| 3M | -48.5% | -1.9% | -46.6% | -48.0% |
| 6M | -36.9% | +4.4% | -41.3% | -37.7% |
| YTD | +176.7% | +7.3% | +169.3% | +167.5% |
| 1Y | +266.3% | +2.1% | +264.1% | +258.1% |
| All | +1,000.7% | +20.4% | +980.3% | +793.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling