+1,272.2%
MUU vs RF
+35.8%
+1,236.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.2% | -6.5% | -6.6% |
| 7D | +24.7% | +1.9% | +22.7% | +22.1% |
| 30D | -35.1% | +7.3% | -42.5% | -40.1% |
| 3M | -44.3% | -7.9% | -36.3% | -39.0% |
| 6M | -44.4% | +10.5% | -54.9% | -54.9% |
| YTD | +244.9% | +9.6% | +235.3% | +168.2% |
| 1Y | +365.6% | +20.3% | +345.3% | +208.6% |
| All | +1,272.2% | +35.8% | +1,236.5% | +587.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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