+2,620.0%
MUU vs SAP
-1.8%
+2,621.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.9% | +12.5% | +11.6% |
| 7D | +17.4% | -2.9% | +20.3% | +17.5% |
| 30D | +24.0% | +9.0% | +14.9% | +23.6% |
| 3M | -23.9% | +14.9% | -38.8% | -19.3% |
| 6M | +284.4% | +11.9% | +272.5% | +310.1% |
| YTD | +583.7% | -9.9% | +593.6% | +774.6% |
| 1Y | +2,981.5% | -19.5% | +3,001.0% | +4,598.4% |
| All | +2,620.0% | -1.8% | +2,621.8% | +2,856.1% |
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