+1,138.0%
MUU vs EXPD
+60.4%
+1,077.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.7% | +9.8% | +9.6% |
| 7D | -27.2% | -5.5% | -21.7% | -20.8% |
| 30D | -54.0% | -1.9% | -52.2% | -51.9% |
| 3M | -41.4% | +6.1% | -47.5% | -43.4% |
| 6M | -42.5% | +21.6% | -64.1% | -51.6% |
| YTD | +211.2% | +27.9% | +183.3% | +139.3% |
| 1Y | +313.4% | +39.4% | +274.0% | +190.1% |
| All | +1,138.0% | +60.4% | +1,077.7% | +625.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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