+1,138.0%
MUU vs FIVE
+178.3%
+959.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +5.6% | +6.9% | +8.6% |
| 7D | -27.2% | +6.2% | -33.4% | -29.6% |
| 30D | -54.0% | +18.2% | -72.2% | -58.8% |
| 3M | -41.4% | +3.8% | -45.3% | -43.9% |
| 6M | -42.5% | +13.7% | -56.2% | -48.9% |
| YTD | +211.2% | +34.7% | +176.5% | +138.8% |
| 1Y | +313.4% | +66.6% | +246.7% | +168.6% |
| All | +1,138.0% | +178.3% | +959.8% | +396.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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