+2,538.2%
MUU vs MKC
-31.8%
+2,570.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.3% |
| 7D | +13.9% | -4.3% | +18.3% | +9.9% |
| 30D | +24.8% | -2.0% | +26.8% | +23.5% |
| 3M | -15.7% | +10.0% | -25.7% | -5.7% |
| 6M | +338.9% | -18.5% | +357.4% | +357.2% |
| YTD | +563.2% | -22.4% | +585.6% | +598.7% |
| 1Y | +2,577.5% | -23.6% | +2,601.1% | +2,743.2% |
| All | +2,538.2% | -31.8% | +2,570.0% | +2,520.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling