+1,843.7%
MUU vs SFM
-46.0%
+1,889.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -0.9% |
| 7D | -8.2% | -10.6% | +2.4% | -11.3% |
| 30D | +10.2% | -15.5% | +25.6% | +5.1% |
| 3M | -26.5% | -17.4% | -9.1% | -29.8% |
| 6M | +227.2% | -3.4% | +230.7% | +232.8% |
| YTD | +527.4% | -8.7% | +536.1% | +547.0% |
| 1Y | +1,843.7% | -47.2% | +1,890.8% | +2,667.1% |
| All | +1,843.7% | -46.0% | +1,889.7% | +2,667.1% |
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