+2,423.9%
MUU vs SFM
-36.3%
+2,460.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -9.3% |
| 7D | +3.6% | -8.8% | +12.3% | +3.6% |
| 30D | +22.3% | -14.5% | +36.8% | +22.5% |
| 3M | -8.2% | -16.8% | +8.6% | -8.1% |
| 6M | +256.3% | -5.3% | +261.7% | +251.3% |
| YTD | +534.4% | -9.4% | +543.8% | +525.9% |
| 1Y | +2,163.5% | -46.2% | +2,209.7% | +2,729.7% |
| All | +2,423.9% | -36.3% | +2,460.2% | +3,171.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling