+504.3%
MUU vs NEM
+50.9%
+453.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +9.9% | -23.9% | -25.0% |
| 7D | -35.9% | +3.7% | -39.5% | -39.9% |
| 30D | -47.1% | +2.0% | -49.1% | -49.8% |
| 3M | -29.8% | +21.1% | -51.0% | -48.6% |
| 6M | +16.0% | +9.5% | +6.5% | +3.8% |
| YTD | +286.1% | +19.1% | +267.0% | +189.8% |
| 1Y | +504.3% | +51.1% | +453.2% | +174.5% |
| All | +504.3% | +50.9% | +453.4% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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