+2,396.1%
MUU vs NRG
+32.8%
+2,363.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.9% |
| 7D | -8.2% | -4.7% | -3.6% | -3.3% |
| 30D | +10.2% | -6.0% | +16.1% | +17.4% |
| 3M | -26.5% | -8.0% | -18.6% | -18.4% |
| 6M | +227.2% | -23.2% | +250.4% | +342.7% |
| YTD | +527.4% | -28.1% | +555.5% | +815.9% |
| 1Y | +1,843.7% | -27.3% | +1,870.9% | +2,798.5% |
| All | +2,396.1% | +32.8% | +2,363.2% | +1,956.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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