+908.0%
MUU vs MOD
-30.8%
+938.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -7.3% | -27.1% | -26.6% |
| 7D | -53.2% | -34.2% | -19.1% | -25.8% |
| 30D | -64.1% | -51.9% | -12.2% | -19.7% |
| 3M | -54.1% | -53.0% | -1.0% | +4.5% |
| 6M | -37.7% | -66.4% | +28.7% | +132.3% |
| YTD | +153.4% | -31.5% | +184.9% | +386.6% |
| 1Y | +237.5% | -39.6% | +277.0% | +621.5% |
| All | +908.0% | -30.8% | +938.8% | +1,564.8% |
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