+395.9%
MUU vs IRE
-97.2%
+493.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +39.6% | -30.4% | -6.8% |
| 7D | -42.8% | -27.2% | -15.6% | -35.6% |
| 30D | -63.6% | -75.1% | +11.5% | -39.4% |
| 3M | -48.5% | -77.9% | +29.3% | -15.5% |
| 6M | -36.9% | -94.6% | +57.6% | +58.0% |
| YTD | +176.7% | -91.5% | +268.2% | +420.4% |
| 1Y | +266.3% | -97.8% | +364.1% | +820.3% |
| All | +395.9% | -97.2% | +493.2% | +1,024.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling