+1,106.1%
MUU vs SM
-29.0%
+1,135.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.1% |
| 7D | -32.5% | -19.5% | -13.0% | -26.3% |
| 30D | -55.2% | -20.2% | -35.0% | -51.2% |
| 3M | -40.7% | -6.5% | -34.2% | -39.8% |
| 6M | -43.9% | +1.6% | -45.5% | -48.3% |
| YTD | +203.2% | +61.2% | +141.9% | +75.7% |
| 1Y | +257.0% | +65.4% | +191.7% | +98.0% |
| All | +1,106.1% | -29.0% | +1,135.0% | +1,290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling