+2,683.6%
MUU vs LEN
-51.6%
+2,735.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.2% |
| 7D | +15.0% | -3.4% | +18.4% | +17.3% |
| 30D | +36.8% | -5.7% | +42.5% | +41.0% |
| 3M | -8.5% | -12.2% | +3.7% | -1.0% |
| 6M | +320.7% | -18.3% | +339.0% | +372.9% |
| YTD | +599.7% | -20.2% | +619.9% | +678.9% |
| 1Y | +2,569.2% | -40.1% | +2,609.2% | +3,425.3% |
| All | +2,683.6% | -51.6% | +2,735.2% | +3,620.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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