+504.3%
MUU vs ETN
-1.0%
+505.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.9% | -4.1% | +7.8% |
| 7D | -35.9% | -10.1% | -25.7% | -19.3% |
| 30D | -47.1% | -18.4% | -28.7% | -17.1% |
| 3M | -29.8% | -20.4% | -9.4% | +16.5% |
| 6M | +16.0% | -16.0% | +32.0% | +97.5% |
| YTD | +286.1% | +11.8% | +274.3% | +213.1% |
| 1Y | +504.3% | -5.5% | +509.8% | +712.3% |
| All | +504.3% | -1.0% | +505.3% | +712.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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