+3,646.8%
MUU vs FIG
-73.2%
+3,720.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.7% | +2.7% | -3.9% |
| 7D | +13.9% | -16.4% | +30.3% | +10.9% |
| 30D | +24.8% | -2.3% | +27.1% | +25.0% |
| 3M | -15.7% | +7.8% | -23.6% | -11.8% |
| 6M | +338.9% | -21.8% | +360.7% | +375.1% |
| YTD | +563.2% | -39.1% | +602.3% | +662.8% |
| 1Y | +2,577.5% | -56.6% | +2,634.1% | +3,164.3% |
| All | +3,646.8% | -73.2% | +3,720.0% | +4,106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling