+504.3%
MUU vs MKC
-18.2%
+522.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +5.4% | -19.4% | -5.6% |
| 7D | -35.9% | +9.6% | -45.5% | -24.5% |
| 30D | -47.1% | +12.0% | -59.2% | -34.4% |
| 3M | -29.8% | -2.0% | -27.8% | -27.1% |
| 6M | +16.0% | +7.2% | +8.8% | +49.1% |
| YTD | +286.1% | -23.7% | +309.8% | +292.6% |
| 1Y | +504.3% | -18.3% | +522.6% | +613.8% |
| All | +504.3% | -18.2% | +522.6% | +613.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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