+284.4%
MUU vs IR
-16.8%
+301.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.3% | +10.3% | +10.1% |
| 7D | +17.4% | -2.8% | +20.2% | +21.3% |
| 30D | +24.0% | -15.1% | +39.1% | +50.0% |
| 3M | -23.9% | +6.1% | -30.0% | -29.9% |
| 6M | +284.4% | -16.8% | +301.2% | +439.4% |
| All | +284.4% | -16.8% | +301.3% | +439.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling