+2,396.1%
MUU vs ICE
-0.6%
+2,396.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -0.5% |
| 7D | -8.2% | -2.4% | -5.8% | -9.7% |
| 30D | +10.2% | +4.0% | +6.2% | +13.1% |
| 3M | -26.5% | +13.7% | -40.2% | -16.2% |
| 6M | +227.2% | +0.9% | +226.3% | +275.8% |
| YTD | +527.4% | -2.1% | +529.6% | +614.2% |
| 1Y | +1,843.7% | -9.5% | +1,853.2% | +2,370.0% |
| All | +2,396.1% | -0.6% | +2,396.6% | +2,634.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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