+1,272.2%
MUU vs LLY
+59.3%
+1,212.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.5% |
| 7D | +24.7% | +6.7% | +17.9% | +23.1% |
| 30D | -35.1% | +19.6% | -54.7% | -37.2% |
| 3M | -44.3% | +19.7% | -64.0% | -46.2% |
| 6M | -44.4% | +42.7% | -87.2% | -50.7% |
| YTD | +244.9% | +35.1% | +209.8% | +209.3% |
| 1Y | +365.6% | +42.2% | +323.4% | +305.8% |
| All | +1,272.2% | +59.3% | +1,212.9% | +1,094.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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