+2,423.9%
MUU vs MAR
+28.4%
+2,395.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -8.5% |
| 7D | +3.6% | -2.1% | +5.6% | +6.3% |
| 30D | +22.3% | -5.7% | +28.0% | +30.3% |
| 3M | -8.2% | -14.6% | +6.4% | +6.7% |
| 6M | +256.3% | +1.3% | +255.0% | +214.1% |
| YTD | +534.4% | +6.7% | +527.7% | +393.4% |
| 1Y | +2,163.5% | +26.4% | +2,137.0% | +1,134.3% |
| All | +2,423.9% | +28.4% | +2,395.5% | +1,071.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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