+504.3%
MUU vs RL
+34.3%
+470.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +4.5% | -18.5% | -17.6% |
| 7D | -35.9% | +5.8% | -41.6% | -39.4% |
| 30D | -47.1% | +12.7% | -59.9% | -53.0% |
| 3M | -29.8% | +9.3% | -39.2% | -36.8% |
| 6M | +16.0% | +16.9% | -0.9% | -0.7% |
| YTD | +286.1% | +17.5% | +268.6% | +217.2% |
| 1Y | +504.3% | +34.6% | +469.7% | +260.0% |
| All | +504.3% | +34.3% | +470.0% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling