+2,538.2%
MUU vs FDS
-34.6%
+2,572.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -5.8% |
| 7D | +13.9% | -5.4% | +19.3% | +10.1% |
| 30D | +24.8% | +1.6% | +23.2% | +27.2% |
| 3M | -15.7% | +17.7% | -33.5% | +1.0% |
| 6M | +338.9% | +29.1% | +309.8% | +440.3% |
| YTD | +563.2% | +1.0% | +562.2% | +743.3% |
| 1Y | +2,577.5% | -21.6% | +2,599.1% | +3,893.8% |
| All | +2,538.2% | -34.6% | +2,572.8% | +3,656.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling