+1,000.7%
MUU vs MOD
-26.8%
+1,027.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.7% | +3.5% | +3.1% |
| 7D | -42.8% | -25.5% | -17.2% | -20.5% |
| 30D | -63.6% | -49.0% | -14.6% | -23.4% |
| 3M | -48.5% | -49.8% | +1.3% | +9.2% |
| 6M | -36.9% | -64.8% | +27.8% | +123.5% |
| YTD | +176.7% | -27.6% | +204.3% | +401.5% |
| 1Y | +266.3% | -35.2% | +301.5% | +629.4% |
| All | +1,000.7% | -26.8% | +1,027.5% | +1,615.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling