+1,106.1%
MUU vs M
+77.8%
+1,028.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -3.0% |
| 7D | -32.5% | +5.0% | -37.5% | -34.6% |
| 30D | -55.2% | +10.6% | -65.9% | -59.0% |
| 3M | -40.7% | +1.6% | -42.3% | -42.5% |
| 6M | -43.9% | +30.8% | -74.8% | -57.2% |
| YTD | +203.2% | +16.9% | +186.3% | +154.7% |
| 1Y | +257.0% | +26.3% | +230.8% | +177.5% |
| All | +1,106.1% | +77.8% | +1,028.3% | +529.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling