+2,423.9%
MUU vs SPY
+34.3%
+2,389.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -6.4% |
| 7D | +3.6% | -2.0% | +5.5% | +14.1% |
| 30D | +22.3% | -1.7% | +24.0% | +32.8% |
| 3M | -8.2% | +4.7% | -12.9% | -19.9% |
| 6M | +256.3% | +12.5% | +243.8% | +150.7% |
| YTD | +534.4% | +11.7% | +522.7% | +374.7% |
| 1Y | +2,163.5% | +17.5% | +2,146.0% | +1,384.6% |
| All | +2,423.9% | +34.3% | +2,389.6% | +1,214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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