+390.7%
MUU vs MOD
-33.2%
+423.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +3.5% | +20.7% | +20.0% |
| 7D | -2.5% | +8.2% | -10.7% | -7.3% |
| 30D | -39.7% | -38.2% | -1.6% | +8.7% |
| 3M | -27.4% | -46.2% | +18.8% | +53.1% |
| 6M | -38.4% | -62.5% | +24.1% | +119.5% |
| YTD | +276.4% | -20.1% | +296.5% | +737.3% |
| 1Y | +390.7% | -29.7% | +420.4% | +1,102.4% |
| All | +390.7% | -33.2% | +423.9% | +1,102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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