+2,683.6%
MUU vs NOC
+0.2%
+2,683.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.2% |
| 7D | +15.0% | -1.6% | +16.6% | +14.1% |
| 30D | +36.8% | -10.4% | +47.2% | +29.1% |
| 3M | -8.5% | -5.6% | -2.9% | -8.5% |
| 6M | +320.7% | -30.4% | +351.1% | +302.2% |
| YTD | +599.7% | -8.5% | +608.2% | +625.1% |
| 1Y | +2,569.2% | -8.3% | +2,577.5% | +2,693.0% |
| All | +2,683.6% | +0.2% | +2,683.4% | +3,790.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling