+1,000.7%
MUU vs M
+63.6%
+937.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.6% | +13.8% | +12.9% |
| 7D | -42.8% | -4.3% | -38.5% | -40.5% |
| 30D | -63.6% | +1.3% | -64.9% | -64.3% |
| 3M | -48.5% | -7.4% | -41.2% | -46.2% |
| 6M | -36.9% | +18.3% | -55.3% | -47.7% |
| YTD | +176.7% | +7.6% | +169.1% | +148.1% |
| 1Y | +266.3% | +17.4% | +248.9% | +201.2% |
| All | +1,000.7% | +63.6% | +937.0% | +512.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling