+1,138.0%
MUU vs LLY
+55.6%
+1,082.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +4.3% | +8.2% | +11.6% |
| 7D | -27.2% | +0.1% | -27.2% | -26.9% |
| 30D | -54.0% | +19.7% | -73.8% | -55.6% |
| 3M | -41.4% | +19.3% | -60.7% | -43.6% |
| 6M | -42.5% | +49.3% | -91.8% | -50.0% |
| YTD | +211.2% | +32.0% | +179.2% | +180.4% |
| 1Y | +313.4% | +53.7% | +259.7% | +242.1% |
| All | +1,138.0% | +55.6% | +1,082.4% | +983.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling