+2,396.1%
MUU vs MCO
+2.3%
+2,393.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.0% |
| 7D | -8.2% | -3.8% | -4.5% | -6.1% |
| 30D | +10.2% | -0.4% | +10.6% | +9.5% |
| 3M | -26.5% | +7.7% | -34.2% | -35.6% |
| 6M | +227.2% | +7.0% | +220.2% | +180.3% |
| YTD | +527.4% | -6.4% | +533.8% | +531.0% |
| 1Y | +1,843.7% | -7.6% | +1,851.3% | +1,835.3% |
| All | +2,396.1% | +2.3% | +2,393.8% | +1,925.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling