+2,423.9%
MUU vs NOC
+0.8%
+2,423.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.0% | -8.9% |
| 7D | +3.6% | -1.8% | +5.3% | +2.7% |
| 30D | +22.3% | -9.4% | +31.8% | +16.2% |
| 3M | -8.2% | -3.8% | -4.4% | -7.4% |
| 6M | +256.3% | -28.8% | +285.1% | +243.4% |
| YTD | +534.4% | -7.9% | +542.3% | +560.4% |
| 1Y | +2,163.5% | -9.0% | +2,172.5% | +2,264.9% |
| All | +2,423.9% | +0.8% | +2,423.0% | +3,443.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling