+359.1%
MUU vs IBM
-21.4%
+380.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.4% |
| 7D | +43.7% | -0.3% | +44.0% | +43.6% |
| 30D | -37.2% | +6.8% | -44.0% | -36.7% |
| 3M | -36.1% | +4.4% | -40.5% | -35.6% |
| 6M | -35.7% | +13.2% | -48.9% | -36.7% |
| YTD | +264.0% | -15.1% | +279.1% | +315.8% |
| 1Y | +359.1% | -20.2% | +379.3% | +510.2% |
| All | +359.1% | -21.4% | +380.5% | +510.2% |
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