+1,348.1%
MUU vs NOC
+6.7%
+1,341.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.5% |
| 7D | +43.7% | +4.5% | +39.1% | +47.5% |
| 30D | -37.2% | +14.1% | -51.3% | -31.0% |
| 3M | -36.1% | -4.5% | -31.6% | -36.1% |
| 6M | -35.7% | -0.8% | -35.0% | -31.8% |
| YTD | +264.0% | -2.5% | +266.5% | +299.5% |
| 1Y | +359.1% | -0.1% | +359.2% | +411.3% |
| All | +1,348.1% | +6.7% | +1,341.4% | +2,043.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling