+1,138.0%
MUU vs MCD
-2.8%
+1,140.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +1.8% | +10.7% | +15.0% |
| 7D | -27.2% | +5.9% | -33.1% | -20.2% |
| 30D | -54.0% | +19.6% | -73.7% | -39.4% |
| 3M | -41.4% | +3.3% | -44.7% | -36.4% |
| 6M | -42.5% | +3.5% | -45.9% | -33.4% |
| YTD | +211.2% | -6.1% | +217.3% | +246.4% |
| 1Y | +313.4% | -3.7% | +317.0% | +364.1% |
| All | +1,138.0% | -2.8% | +1,140.9% | +1,369.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling