+504.3%
MUU vs M
+36.6%
+467.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +7.6% | -21.6% | -18.5% |
| 7D | -35.9% | +8.3% | -44.1% | -39.7% |
| 30D | -47.1% | +14.2% | -61.3% | -52.5% |
| 3M | -29.8% | -1.1% | -28.7% | -29.7% |
| 6M | +16.0% | +36.6% | -20.6% | -13.2% |
| YTD | +286.1% | +19.8% | +266.3% | +216.8% |
| 1Y | +504.3% | +37.2% | +467.1% | +315.5% |
| All | +504.3% | +36.6% | +467.8% | +315.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling