-36.9%
MUU vs MCD
-2.4%
-34.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.7% | +7.4% |
| 7D | -42.8% | +7.1% | -49.9% | -27.0% |
| 30D | -63.6% | +19.8% | -83.4% | -30.2% |
| 3M | -48.5% | +0.8% | -49.3% | -52.0% |
| 6M | -36.9% | -1.3% | -35.6% | -36.9% |
| All | -36.9% | -2.4% | -34.6% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling