+504.3%
MUU vs SFM
-35.8%
+540.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +3.6% | -17.6% | -12.4% |
| 7D | -35.9% | -12.3% | -23.6% | -37.8% |
| 30D | -47.1% | -16.2% | -30.9% | -49.8% |
| 3M | -29.8% | -36.8% | +6.9% | -43.1% |
| 6M | +16.0% | -32.6% | +48.6% | +3.0% |
| YTD | +286.1% | -31.7% | +317.8% | +268.7% |
| 1Y | +504.3% | -35.0% | +539.3% | +465.7% |
| All | +504.3% | -35.8% | +540.2% | +465.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling