+1,348.1%
MUU vs FIVE
+171.0%
+1,177.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.3% |
| 7D | +43.7% | +2.4% | +41.2% | +41.4% |
| 30D | -37.2% | +15.8% | -53.1% | -43.1% |
| 3M | -36.1% | +3.8% | -39.9% | -38.9% |
| 6M | -35.7% | +18.5% | -54.3% | -44.3% |
| YTD | +264.0% | +31.2% | +232.8% | +184.0% |
| 1Y | +359.1% | +61.8% | +297.3% | +203.6% |
| All | +1,348.1% | +171.0% | +1,177.1% | +490.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling