+2,538.2%
MUU vs RL
+81.2%
+2,457.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -1.5% |
| 7D | +13.9% | +1.9% | +12.0% | +11.2% |
| 30D | +24.8% | -12.2% | +37.0% | +46.5% |
| 3M | -15.7% | -6.6% | -9.1% | -9.2% |
| 6M | +338.9% | +3.2% | +335.7% | +300.5% |
| YTD | +563.2% | -1.3% | +564.4% | +539.8% |
| 1Y | +2,577.5% | +13.6% | +2,563.9% | +1,989.0% |
| All | +2,538.2% | +81.2% | +2,457.1% | +932.7% |
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