+504.3%
MUU vs MCD
-3.6%
+507.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +6.5% | -20.5% | +2.4% |
| 7D | -35.9% | +11.9% | -47.7% | -12.4% |
| 30D | -47.1% | +20.2% | -67.4% | -12.6% |
| 3M | -29.8% | +5.2% | -35.0% | -17.9% |
| 6M | +16.0% | 0.0% | +16.0% | +38.2% |
| YTD | +286.1% | -6.5% | +292.6% | +353.5% |
| 1Y | +504.3% | -3.9% | +508.3% | +623.5% |
| All | +504.3% | -3.6% | +507.9% | +623.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling