+2,396.1%
MUU vs IJR
+28.5%
+2,367.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -2.9% |
| 7D | -8.2% | -2.2% | -6.1% | -1.2% |
| 30D | +10.2% | -4.6% | +14.8% | +29.7% |
| 3M | -26.5% | +0.2% | -26.7% | -23.8% |
| 6M | +227.2% | +14.7% | +212.5% | +135.7% |
| YTD | +527.4% | +18.9% | +508.6% | +304.3% |
| 1Y | +1,843.7% | +19.9% | +1,823.7% | +1,170.1% |
| All | +2,396.1% | +28.5% | +2,367.6% | +1,393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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