+1,397.6%
MUU vs SFM
-55.4%
+1,453.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +3.5% | +20.7% | +24.1% |
| 7D | -2.5% | -7.1% | +4.6% | -2.5% |
| 30D | -39.7% | -21.4% | -18.3% | -39.4% |
| 3M | -27.4% | -40.1% | +12.7% | -26.9% |
| 6M | -38.4% | -38.0% | -0.4% | -38.4% |
| YTD | +276.4% | -36.5% | +313.0% | +273.6% |
| 1Y | +390.7% | -35.2% | +425.9% | +382.2% |
| All | +1,397.6% | -55.4% | +1,453.0% | +1,852.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling