+1,272.2%
MUU vs M
+75.1%
+1,197.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.8% | -6.5% |
| 7D | +24.7% | +7.0% | +17.7% | +18.0% |
| 30D | -35.1% | +8.9% | -44.1% | -40.0% |
| 3M | -44.3% | +4.5% | -48.8% | -47.2% |
| 6M | -44.4% | +36.2% | -80.6% | -59.0% |
| YTD | +244.9% | +15.1% | +229.8% | +192.8% |
| 1Y | +365.6% | +27.4% | +338.2% | +256.6% |
| All | +1,272.2% | +75.1% | +1,197.1% | +623.2% |
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