+3,484.4%
MUU vs FIG
-74.0%
+3,558.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -9.2% |
| 7D | +3.6% | -12.2% | +15.8% | +1.5% |
| 30D | +22.3% | -11.0% | +33.3% | +20.7% |
| 3M | -8.2% | +11.9% | -20.1% | -4.4% |
| 6M | +256.3% | -21.9% | +278.2% | +283.5% |
| YTD | +534.4% | -40.8% | +575.2% | +626.9% |
| 1Y | +2,163.5% | -56.6% | +2,220.1% | +2,658.3% |
| All | +3,484.4% | -74.0% | +3,558.3% | +3,908.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling