+1,272.2%
MUU vs EXPE
+71.8%
+1,200.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.1% | -4.8% |
| 7D | +24.7% | -0.5% | +25.2% | +25.1% |
| 30D | -35.1% | -6.1% | -29.1% | -33.0% |
| 3M | -44.3% | -21.3% | -23.0% | -38.9% |
| 6M | -44.4% | +19.0% | -63.4% | -54.0% |
| YTD | +244.9% | -8.4% | +253.3% | +223.9% |
| 1Y | +365.6% | -2.8% | +368.4% | +315.1% |
| All | +1,272.2% | +71.8% | +1,200.4% | +447.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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