+2,423.9%
MUU vs ICE
-1.6%
+2,425.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.6% |
| 7D | +3.6% | -5.3% | +8.9% | +0.1% |
| 30D | +22.3% | +3.0% | +19.3% | +24.8% |
| 3M | -8.2% | +11.4% | -19.6% | +4.0% |
| 6M | +256.3% | -2.0% | +258.4% | +309.6% |
| YTD | +534.4% | -3.1% | +537.5% | +617.4% |
| 1Y | +2,163.5% | -8.4% | +2,171.9% | +2,662.1% |
| All | +2,423.9% | -1.6% | +2,425.4% | +2,646.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling