+1,272.2%
MUU vs ICE
+13.1%
+1,259.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.0% |
| 7D | +24.7% | +3.6% | +21.1% | +27.8% |
| 30D | -35.1% | +15.1% | -50.2% | -26.5% |
| 3M | -44.3% | +15.4% | -59.6% | -36.3% |
| 6M | -44.4% | +16.1% | -60.6% | -27.8% |
| YTD | +244.9% | +11.4% | +233.6% | +343.5% |
| 1Y | +365.6% | +18.5% | +347.2% | +463.8% |
| All | +1,272.2% | +13.1% | +1,259.1% | +1,597.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling