+1,272.2%
MUU vs KDP
+6.5%
+1,265.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.6% | -7.8% | -4.6% |
| 7D | +24.7% | -0.8% | +25.5% | +24.6% |
| 30D | -35.1% | +9.7% | -44.9% | -33.4% |
| 3M | -44.3% | +17.6% | -61.9% | -42.2% |
| 6M | -44.4% | +25.8% | -70.2% | -42.7% |
| YTD | +244.9% | +33.9% | +211.1% | +254.2% |
| 1Y | +365.6% | +38.9% | +326.7% | +376.5% |
| All | +1,272.2% | +6.5% | +1,265.7% | +1,372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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