+2,683.6%
MUU vs IWD
+38.0%
+2,645.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +8.2% |
| 7D | +15.0% | -1.2% | +16.2% | +20.8% |
| 30D | +36.8% | -1.6% | +38.5% | +45.1% |
| 3M | -8.5% | +7.0% | -15.5% | -34.3% |
| 6M | +320.7% | +17.0% | +303.8% | +117.2% |
| YTD | +599.7% | +21.6% | +578.1% | +211.9% |
| 1Y | +2,569.2% | +28.0% | +2,541.2% | +892.2% |
| All | +2,683.6% | +38.0% | +2,645.6% | +753.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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