+2,620.0%
MUU vs NEM
+148.9%
+2,471.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.8% | +13.4% | +13.3% |
| 7D | +17.4% | +0.3% | +17.1% | +16.7% |
| 30D | +24.0% | +23.1% | +0.9% | -0.3% |
| 3M | -23.9% | +18.5% | -42.4% | -34.3% |
| 6M | +284.4% | +7.8% | +276.6% | +259.5% |
| YTD | +583.7% | +29.1% | +554.6% | +461.0% |
| 1Y | +2,981.5% | +72.7% | +2,908.8% | +1,983.6% |
| All | +2,620.0% | +148.9% | +2,471.2% | +937.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling