+1,348.1%
MUU vs IRM
+1.8%
+1,346.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -6.3% |
| 7D | +43.7% | +8.6% | +35.1% | +27.0% |
| 30D | -37.2% | 0.0% | -37.2% | -33.1% |
| 3M | -36.1% | -7.1% | -28.9% | -23.6% |
| 6M | -35.7% | -7.9% | -27.8% | -18.1% |
| YTD | +264.0% | +41.3% | +222.7% | +158.7% |
| 1Y | +359.1% | +20.7% | +338.4% | +311.1% |
| All | +1,348.1% | +1.8% | +1,346.3% | +1,074.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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