+1,088.8%
MUU vs IRE
-82.8%
+1,171.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.2% | -13.2% | -6.9% |
| 7D | +13.9% | +58.9% | -45.0% | -5.5% |
| 30D | +24.8% | +17.2% | +7.6% | +13.5% |
| 3M | -15.7% | -58.6% | +42.9% | +3.0% |
| 6M | +338.9% | -23.5% | +362.3% | +328.9% |
| YTD | +563.2% | -47.4% | +610.6% | +544.1% |
| All | +1,088.8% | -82.8% | +1,171.6% | +1,292.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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