+2,423.9%
MUU vs SCHG
+33.9%
+2,390.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -7.8% |
| 7D | +3.6% | -2.7% | +6.3% | +14.2% |
| 30D | +22.3% | -2.2% | +24.5% | +31.6% |
| 3M | -8.2% | +6.2% | -14.4% | -25.6% |
| 6M | +256.3% | +13.4% | +243.0% | +147.6% |
| YTD | +534.4% | +7.1% | +527.3% | +449.9% |
| 1Y | +2,163.5% | +12.5% | +2,151.0% | +1,695.8% |
| All | +2,423.9% | +33.9% | +2,390.0% | +1,314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling