+2,620.0%
MUU vs FIVE
+176.6%
+2,443.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +5.1% | +6.5% | +8.0% |
| 7D | +17.4% | +4.3% | +13.1% | +14.2% |
| 30D | +24.0% | +12.5% | +11.5% | +12.1% |
| 3M | -23.9% | +31.2% | -55.1% | -38.2% |
| 6M | +284.4% | +14.4% | +270.1% | +236.7% |
| YTD | +583.7% | +33.9% | +549.8% | +429.6% |
| 1Y | +2,981.5% | +65.1% | +2,916.4% | +1,939.0% |
| All | +2,620.0% | +176.6% | +2,443.5% | +1,001.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling