+1,348.1%
MUU vs SM
-21.1%
+1,369.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.2% | -8.5% | -5.3% |
| 7D | +43.7% | +10.6% | +33.1% | +38.2% |
| 30D | -37.2% | -15.0% | -22.3% | -33.1% |
| 3M | -36.1% | +1.7% | -37.8% | -37.1% |
| 6M | -35.7% | +5.9% | -41.6% | -40.8% |
| YTD | +264.0% | +79.0% | +185.0% | +102.9% |
| 1Y | +359.1% | +84.7% | +274.4% | +146.4% |
| All | +1,348.1% | -21.1% | +1,369.2% | +1,505.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling