+2,423.9%
MUU vs IR
-26.0%
+2,449.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.7% | -8.4% |
| 7D | +3.6% | -3.1% | +6.6% | +8.2% |
| 30D | +22.3% | -14.0% | +36.3% | +50.6% |
| 3M | -8.2% | +3.7% | -11.9% | -13.7% |
| 6M | +256.3% | -15.4% | +271.7% | +343.4% |
| YTD | +534.4% | -7.7% | +542.1% | +537.5% |
| 1Y | +2,163.5% | -8.8% | +2,172.3% | +2,212.1% |
| All | +2,423.9% | -26.0% | +2,449.9% | +3,482.9% |
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