+1,106.1%
MUU vs HWM
+113.2%
+992.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -4.4% |
| 7D | -32.5% | -1.8% | -30.7% | -27.9% |
| 30D | -55.2% | -2.7% | -52.5% | -52.5% |
| 3M | -40.7% | -22.7% | -18.0% | -16.0% |
| 6M | -43.9% | -18.9% | -25.0% | -23.3% |
| YTD | +203.2% | +7.1% | +196.1% | +163.7% |
| 1Y | +257.0% | +4.7% | +252.3% | +225.6% |
| All | +1,106.1% | +113.2% | +992.8% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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