+1,138.0%
MUU vs REPL
+91.6%
+1,046.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +3.0% | +9.5% | +12.3% |
| 7D | -27.2% | +14.2% | -41.4% | -27.6% |
| 30D | -54.0% | +65.9% | -119.9% | -55.4% |
| 3M | -41.4% | +84.6% | -126.0% | -43.6% |
| 6M | -42.5% | +446.9% | -489.4% | -49.9% |
| YTD | +211.2% | +129.0% | +82.2% | +171.7% |
| 1Y | +313.4% | +167.9% | +145.5% | +257.1% |
| All | +1,138.0% | +91.6% | +1,046.5% | +809.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling