+1,348.1%
MUU vs RL
+104.5%
+1,243.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.2% |
| 7D | +43.7% | +2.4% | +41.3% | +39.1% |
| 30D | -37.2% | +4.6% | -41.8% | -39.6% |
| 3M | -36.1% | -1.1% | -35.0% | -35.0% |
| 6M | -35.7% | +16.5% | -52.3% | -49.1% |
| YTD | +264.0% | +11.4% | +252.6% | +201.8% |
| 1Y | +359.1% | +16.1% | +343.0% | +253.4% |
| All | +1,348.1% | +104.5% | +1,243.6% | +387.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling