+2,538.2%
MUU vs MAR
+28.3%
+2,509.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -0.4% |
| 7D | +13.9% | -1.7% | +15.6% | +16.2% |
| 30D | +24.8% | -6.9% | +31.7% | +35.0% |
| 3M | -15.7% | -15.8% | +0.1% | -0.1% |
| 6M | +338.9% | +1.9% | +336.9% | +283.0% |
| YTD | +563.2% | +6.6% | +556.5% | +415.6% |
| 1Y | +2,577.5% | +23.7% | +2,553.8% | +1,420.8% |
| All | +2,538.2% | +28.3% | +2,509.9% | +1,124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling