+320.7%
MUU vs ITW
-2.3%
+323.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.3% | +5.7% |
| 7D | +15.0% | -1.9% | +16.9% | +15.3% |
| 30D | +36.8% | -10.4% | +47.2% | +39.0% |
| 3M | -8.5% | +3.5% | -12.0% | -20.5% |
| 6M | +320.7% | -3.4% | +324.1% | +299.5% |
| All | +320.7% | -2.3% | +323.0% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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