+2,396.1%
MUU vs GEV
+264.1%
+2,131.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -5.8% |
| 7D | -8.2% | +1.6% | -9.9% | -10.6% |
| 30D | +10.2% | -7.9% | +18.1% | +22.6% |
| 3M | -26.5% | +5.6% | -32.1% | -23.7% |
| 6M | +227.2% | +13.1% | +214.2% | +225.9% |
| YTD | +527.4% | +46.7% | +480.7% | +379.1% |
| 1Y | +1,843.7% | +51.3% | +1,792.4% | +1,334.4% |
| All | +2,396.1% | +264.1% | +2,131.9% | +570.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling