+1,000.7%
MUU vs MCD
-4.5%
+1,005.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.7% | +8.4% |
| 7D | -42.8% | +7.1% | -49.9% | -35.7% |
| 30D | -63.6% | +19.8% | -83.4% | -51.7% |
| 3M | -48.5% | +0.8% | -49.3% | -45.8% |
| 6M | -36.9% | -1.3% | -35.6% | -29.7% |
| YTD | +176.7% | -7.8% | +184.4% | +201.1% |
| 1Y | +266.3% | -5.0% | +271.2% | +302.4% |
| All | +1,000.7% | -4.5% | +1,005.2% | +1,177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling