+504.3%
MUU vs MCO
+9.9%
+494.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +4.9% | -18.9% | -9.7% |
| 7D | -35.9% | +10.7% | -46.6% | -29.3% |
| 30D | -47.1% | +17.9% | -65.0% | -38.8% |
| 3M | -29.8% | +9.5% | -39.3% | -22.7% |
| 6M | +16.0% | +18.1% | -2.0% | +33.5% |
| YTD | +286.1% | +4.1% | +282.0% | +361.0% |
| 1Y | +504.3% | +9.3% | +495.0% | +710.8% |
| All | +504.3% | +9.9% | +494.4% | +710.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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