+2,538.2%
MUU vs MPC
+154.5%
+2,383.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -4.7% |
| 7D | +13.9% | +3.9% | +10.1% | +10.7% |
| 30D | +24.8% | +33.8% | -9.0% | -1.3% |
| 3M | -15.7% | +49.9% | -65.6% | -39.9% |
| 6M | +338.9% | +80.9% | +257.9% | +151.0% |
| YTD | +563.2% | +147.4% | +415.7% | +140.6% |
| 1Y | +2,577.5% | +123.2% | +2,454.3% | +1,032.7% |
| All | +2,538.2% | +154.5% | +2,383.8% | +746.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling