+257.0%
MUU vs F
-2.8%
+259.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.0% |
| 7D | -32.5% | +1.0% | -33.4% | -33.0% |
| 30D | -55.2% | +2.1% | -57.4% | -56.5% |
| 3M | -40.7% | -10.3% | -30.5% | -35.8% |
| 6M | -43.9% | +3.3% | -47.2% | -50.8% |
| YTD | +203.2% | -2.0% | +205.1% | +162.4% |
| 1Y | +257.0% | -2.3% | +259.3% | +211.3% |
| All | +257.0% | -2.8% | +259.8% | +211.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling