+504.3%
MUU vs FICO
-57.1%
+561.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.2% | -10.8% | -15.3% |
| 7D | -35.9% | +0.4% | -36.3% | -35.7% |
| 30D | -47.1% | +1.7% | -48.8% | -46.0% |
| 3M | -29.8% | -33.0% | +3.2% | -39.5% |
| 6M | +16.0% | -33.9% | +49.9% | -5.8% |
| YTD | +286.1% | -58.5% | +344.6% | +208.4% |
| 1Y | +504.3% | -56.4% | +560.7% | +365.7% |
| All | +504.3% | -57.1% | +561.5% | +365.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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