+1,272.2%
MUU vs RL
+102.1%
+1,170.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.1% | -3.7% |
| 7D | +24.7% | +2.6% | +22.1% | +20.6% |
| 30D | -35.1% | +2.9% | -38.1% | -36.2% |
| 3M | -44.3% | 0.0% | -44.3% | -44.0% |
| 6M | -44.4% | +17.1% | -61.5% | -56.3% |
| YTD | +244.9% | +10.1% | +234.8% | +190.5% |
| 1Y | +365.6% | +17.3% | +348.3% | +250.8% |
| All | +1,272.2% | +102.1% | +1,170.1% | +368.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling