+2,423.9%
MUU vs EXE
+17.4%
+2,406.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.6% | -9.4% |
| 7D | +3.6% | -2.2% | +5.8% | +4.2% |
| 30D | +22.3% | -0.8% | +23.1% | +22.2% |
| 3M | -8.2% | +10.0% | -18.2% | -13.3% |
| 6M | +256.3% | -6.3% | +262.7% | +261.9% |
| YTD | +534.4% | -10.7% | +545.1% | +555.4% |
| 1Y | +2,163.5% | +2.7% | +2,160.8% | +1,810.7% |
| All | +2,423.9% | +17.4% | +2,406.4% | +1,777.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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