+2,577.5%
MUU vs FIVE
+65.4%
+2,512.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.5% |
| 7D | +13.9% | +3.7% | +10.3% | +11.5% |
| 30D | +24.8% | +4.0% | +20.8% | +20.7% |
| 3M | -15.7% | +36.2% | -52.0% | -31.8% |
| 6M | +338.9% | +18.0% | +320.9% | +281.1% |
| YTD | +563.2% | +34.9% | +528.3% | +405.1% |
| 1Y | +2,577.5% | +67.9% | +2,509.6% | +1,553.0% |
| All | +2,577.5% | +65.4% | +2,512.1% | +1,553.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling