+2,538.2%
MUU vs EXEL
+127.8%
+2,410.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.1% |
| 7D | +13.9% | +1.4% | +12.6% | +13.3% |
| 30D | +24.8% | +6.7% | +18.1% | +21.3% |
| 3M | -15.7% | +11.5% | -27.2% | -19.2% |
| 6M | +338.9% | +38.8% | +300.1% | +290.9% |
| YTD | +563.2% | +31.6% | +531.6% | +498.1% |
| 1Y | +2,577.5% | +53.0% | +2,524.5% | +2,213.6% |
| All | +2,538.2% | +127.8% | +2,410.5% | +2,551.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling