+518.3%
MUU vs IRE
-98.1%
+616.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -14.4% | +9.1% | +0.6% |
| 7D | +24.7% | -31.8% | +56.5% | +44.5% |
| 30D | -35.1% | -71.8% | +36.6% | +4.0% |
| 3M | -44.3% | -88.9% | +44.6% | +20.9% |
| 6M | -44.4% | -95.4% | +50.9% | +52.5% |
| YTD | +244.9% | -94.2% | +339.2% | +651.8% |
| 1Y | +365.6% | -97.1% | +462.7% | +1,045.7% |
| All | +518.3% | -98.1% | +616.4% | +1,524.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling