+2,683.6%
MUU vs KDP
-6.7%
+2,690.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +7.0% | +5.4% |
| 7D | +15.0% | -1.6% | +16.6% | +14.9% |
| 30D | +36.8% | +9.5% | +27.3% | +37.6% |
| 3M | -8.5% | +2.6% | -11.1% | -8.3% |
| 6M | +320.7% | +15.6% | +305.1% | +317.4% |
| YTD | +599.7% | +17.3% | +582.4% | +594.4% |
| 1Y | +2,569.2% | +20.1% | +2,549.1% | +2,520.5% |
| All | +2,683.6% | -6.7% | +2,690.2% | +2,786.6% |
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