+2,981.5%
MUU vs FICO
-39.1%
+3,020.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -16.7% | +28.3% | +4.7% |
| 7D | +17.4% | -19.2% | +36.6% | +8.8% |
| 30D | +24.0% | -14.6% | +38.6% | +17.6% |
| 3M | -23.9% | -20.1% | -3.8% | -30.6% |
| 6M | +284.4% | -36.3% | +320.7% | +251.4% |
| YTD | +583.7% | -44.9% | +628.6% | +533.4% |
| 1Y | +2,981.5% | -38.6% | +3,020.1% | +2,680.9% |
| All | +2,981.5% | -39.1% | +3,020.5% | +2,680.9% |
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