+1,106.1%
MUU vs SAP
+6.7%
+1,099.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -2.7% |
| 7D | -32.5% | +1.5% | -34.0% | -32.4% |
| 30D | -55.2% | +8.8% | -64.1% | -55.2% |
| 3M | -40.7% | +12.1% | -52.8% | -40.6% |
| 6M | -43.9% | +34.6% | -78.5% | -44.4% |
| YTD | +203.2% | -2.1% | +205.3% | +288.9% |
| 1Y | +257.0% | -5.5% | +262.6% | +387.2% |
| All | +1,106.1% | +6.7% | +1,099.4% | +1,214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 all: compounded portfolio wealth divided by compounded SAP 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…
all analysis · Full analysis span regression · 6 months rolling