+2,423.9%
MUU vs IEF
+2.5%
+2,421.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.5% | -9.4% |
| 7D | +3.6% | -1.2% | +4.7% | +3.4% |
| 30D | +22.3% | -1.5% | +23.8% | +22.0% |
| 3M | -8.2% | -1.7% | -6.5% | -8.4% |
| 6M | +256.3% | -3.5% | +259.9% | +240.5% |
| YTD | +534.4% | -2.6% | +537.0% | +520.6% |
| 1Y | +2,163.5% | -2.4% | +2,165.9% | +2,131.0% |
| All | +2,423.9% | +2.5% | +2,421.4% | +2,348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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