+1,138.0%
MUU vs F
+33.3%
+1,104.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.6% | +11.8% | +11.9% |
| 7D | -27.2% | -0.6% | -26.5% | -26.8% |
| 30D | -54.0% | +2.9% | -56.9% | -55.9% |
| 3M | -41.4% | -9.5% | -32.0% | -37.1% |
| 6M | -42.5% | +4.0% | -46.5% | -48.4% |
| YTD | +211.2% | -1.3% | +212.5% | +197.9% |
| 1Y | +313.4% | -1.9% | +315.3% | +301.9% |
| All | +1,138.0% | +33.3% | +1,104.7% | +705.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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