+2,396.1%
MUU vs SNY
-15.0%
+2,411.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -8.2% | -3.3% | -4.9% | -8.0% |
| 30D | +10.2% | -2.2% | +12.3% | +10.2% |
| 3M | -26.5% | -3.0% | -23.5% | -26.9% |
| 6M | +227.2% | +2.7% | +224.5% | +209.5% |
| YTD | +527.4% | -6.8% | +534.3% | +530.5% |
| 1Y | +1,843.7% | -5.3% | +1,848.9% | +1,848.8% |
| All | +2,396.1% | -15.0% | +2,411.0% | +2,433.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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