+36.8%
MUU vs GEV
-5.3%
+42.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +7.8% |
| 7D | +15.0% | +3.2% | +11.9% | +10.2% |
| 30D | +36.8% | -4.0% | +40.8% | +43.3% |
| All | +36.8% | -5.3% | +42.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1mo: compounded portfolio wealth divided by compounded GEV 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…
1mo analysis · Full analysis span regression · Available span rolling