+1,106.1%
MUU vs FDS
-26.2%
+1,132.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | -32.5% | -2.0% | -30.5% | -33.1% |
| 30D | -55.2% | +13.5% | -68.7% | -50.6% |
| 3M | -40.7% | +15.2% | -55.9% | -33.1% |
| 6M | -43.9% | +47.0% | -91.0% | -24.0% |
| YTD | +203.2% | +13.9% | +189.3% | +325.7% |
| 1Y | +257.0% | +25.2% | +231.8% | +382.3% |
| All | +1,106.1% | -26.2% | +1,132.3% | +1,796.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling