-36.9%
MUU vs IP
+8.0%
-44.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.8% | +8.3% | +8.6% |
| 7D | -42.8% | -5.1% | -37.7% | -40.5% |
| 30D | -63.6% | +8.5% | -72.1% | -65.2% |
| 3M | -48.5% | -13.8% | -34.7% | -43.8% |
| 6M | -36.9% | +5.7% | -42.7% | -43.6% |
| All | -36.9% | +8.0% | -44.9% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 6mo: compounded portfolio wealth divided by compounded IP 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…
6mo analysis · Full analysis span regression · 6 months rolling