+1,138.0%
MUU vs P
+95.6%
+1,042.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +6.3% | +6.2% | +5.8% |
| 7D | -27.2% | -9.6% | -17.5% | -14.3% |
| 30D | -54.0% | -33.4% | -20.6% | -25.9% |
| 3M | -41.4% | +14.2% | -55.6% | -49.4% |
| 6M | -42.5% | +31.6% | -74.0% | -53.7% |
| YTD | +211.2% | +53.5% | +157.7% | +115.6% |
| 1Y | +313.4% | +14.2% | +299.2% | +261.4% |
| All | +1,138.0% | +95.6% | +1,042.5% | +514.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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