+908.0%
MUU vs FICO
-64.8%
+972.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | +0.9% | -35.3% | -34.4% |
| 7D | -53.2% | -0.3% | -53.0% | -53.2% |
| 30D | -64.1% | +1.7% | -65.8% | -64.2% |
| 3M | -54.1% | -35.2% | -18.9% | -53.5% |
| 6M | -37.7% | -33.7% | -4.0% | -43.2% |
| YTD | +153.4% | -58.2% | +211.5% | +186.3% |
| 1Y | +237.5% | -56.6% | +294.1% | +268.6% |
| All | +908.0% | -64.8% | +972.8% | +1,029.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling