+2,396.1%
MUU vs SCHG
+35.0%
+2,361.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -4.2% |
| 7D | -8.2% | -1.0% | -7.2% | -4.7% |
| 30D | +10.2% | -1.3% | +11.4% | +14.3% |
| 3M | -26.5% | +5.4% | -31.9% | -39.5% |
| 6M | +227.2% | +14.4% | +212.8% | +119.6% |
| YTD | +527.4% | +8.0% | +519.4% | +426.6% |
| 1Y | +1,843.7% | +12.7% | +1,830.9% | +1,423.7% |
| All | +2,396.1% | +35.0% | +2,361.0% | +1,254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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