+1,000.7%
MUU vs F
+32.4%
+968.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.7% | +9.9% | +9.9% |
| 7D | -42.8% | +1.6% | -44.3% | -44.0% |
| 30D | -63.6% | +2.6% | -66.3% | -65.1% |
| 3M | -48.5% | -8.8% | -39.7% | -45.2% |
| 6M | -36.9% | +4.6% | -41.6% | -43.8% |
| YTD | +176.7% | -1.9% | +178.6% | +166.3% |
| 1Y | +266.3% | -0.8% | +267.0% | +251.0% |
| All | +1,000.7% | +32.4% | +968.2% | +619.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling