+2,538.2%
MUU vs LLY
+23.9%
+2,514.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.5% |
| 7D | +13.9% | -3.1% | +17.0% | +14.7% |
| 30D | +24.8% | -5.1% | +29.9% | +25.6% |
| 3M | -15.7% | -2.1% | -13.7% | -17.1% |
| 6M | +338.9% | +13.8% | +325.0% | +303.9% |
| YTD | +563.2% | +5.1% | +558.1% | +523.8% |
| 1Y | +2,577.5% | +53.1% | +2,524.4% | +1,974.6% |
| All | +2,538.2% | +23.9% | +2,514.4% | +2,309.2% |
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