+1,397.6%
MUU vs IR
-13.9%
+1,411.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | -0.9% | +25.1% | +25.4% |
| 7D | -2.5% | +1.1% | -3.6% | -2.0% |
| 30D | -39.7% | +7.6% | -47.3% | -44.8% |
| 3M | -27.4% | +0.1% | -27.5% | -27.5% |
| 6M | -38.4% | +14.0% | -52.4% | -49.2% |
| YTD | +276.4% | +7.5% | +269.0% | +206.9% |
| 1Y | +390.7% | +10.1% | +380.6% | +282.0% |
| All | +1,397.6% | -13.9% | +1,411.5% | +1,624.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling