-23.9%
MUU vs ON
-41.6%
+17.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.0% | +10.6% | +9.9% |
| 7D | +17.4% | +2.4% | +14.9% | +12.8% |
| 30D | +24.0% | -3.3% | +27.2% | +31.4% |
| 3M | -23.9% | -43.6% | +19.7% | +105.1% |
| All | -23.9% | -41.6% | +17.7% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 3mo: compounded portfolio wealth divided by compounded ON 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…
3mo analysis · Full analysis span regression · Available span rolling