+504.3%
MUU vs IBM
-13.0%
+517.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.7% | -15.7% | -13.8% |
| 7D | -35.9% | +0.4% | -36.3% | -35.8% |
| 30D | -47.1% | +14.8% | -61.9% | -46.1% |
| 3M | -29.8% | +8.9% | -38.8% | -28.9% |
| 6M | +16.0% | +12.4% | +3.6% | +14.9% |
| YTD | +286.1% | -12.4% | +298.5% | +343.9% |
| 1Y | +504.3% | -13.3% | +517.6% | +619.1% |
| All | +504.3% | -13.0% | +517.3% | +619.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling