+1,000.7%
MUU vs FN
+31.5%
+969.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +11.7% | -2.5% | -3.2% |
| 7D | -42.8% | 0.0% | -42.7% | -40.6% |
| 30D | -63.6% | -34.3% | -29.3% | -40.7% |
| 3M | -48.5% | -39.9% | -8.7% | -10.8% |
| 6M | -36.9% | -51.8% | +14.9% | +44.8% |
| YTD | +176.7% | -28.1% | +204.8% | +279.2% |
| 1Y | +266.3% | -29.1% | +295.3% | +422.3% |
| All | +1,000.7% | +31.5% | +969.2% | +648.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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