-23.9%
MUU vs MCD
-7.3%
-16.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.5% | +13.1% | +5.5% |
| 7D | +17.4% | -2.8% | +20.2% | +5.2% |
| 30D | +24.0% | -6.0% | +30.0% | -3.7% |
| 3M | -23.9% | -5.6% | -18.3% | -31.6% |
| All | -23.9% | -7.3% | -16.6% | -31.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling