+2,423.9%
MUU vs EXEL
+126.8%
+2,297.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -8.7% |
| 7D | +3.6% | -2.9% | +6.4% | +4.9% |
| 30D | +22.3% | +11.9% | +10.4% | +16.7% |
| 3M | -8.2% | +9.2% | -17.4% | -11.2% |
| 6M | +256.3% | +39.1% | +217.3% | +217.7% |
| YTD | +534.4% | +31.0% | +503.4% | +473.7% |
| 1Y | +2,163.5% | +52.3% | +2,111.2% | +1,861.3% |
| All | +2,423.9% | +126.8% | +2,297.1% | +2,442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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