+2,423.9%
MUU vs IBM
+5.0%
+2,418.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.9% | -8.7% |
| 7D | +3.6% | -0.3% | +3.8% | +3.7% |
| 30D | +22.3% | -1.8% | +24.2% | +22.8% |
| 3M | -8.2% | -13.5% | +5.3% | -9.6% |
| 6M | +256.3% | -5.1% | +261.4% | +232.1% |
| YTD | +534.4% | -19.4% | +553.8% | +572.1% |
| 1Y | +2,163.5% | -6.5% | +2,170.0% | +1,950.4% |
| All | +2,423.9% | +5.0% | +2,418.9% | +1,833.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling