+2,538.2%
MUU vs IBM
+4.1%
+2,534.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | +13.9% | +0.3% | +13.6% | +13.9% |
| 30D | +24.8% | -1.5% | +26.3% | +25.1% |
| 3M | -15.7% | -16.8% | +1.0% | -15.0% |
| 6M | +338.9% | -9.0% | +347.9% | +320.1% |
| YTD | +563.2% | -20.1% | +583.2% | +603.2% |
| 1Y | +2,577.5% | -7.0% | +2,584.5% | +2,318.6% |
| All | +2,538.2% | +4.1% | +2,534.1% | +1,923.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling