+504.3%
MUU vs SPYG
+10.8%
+493.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.3% | -15.3% | -20.5% |
| 7D | -35.9% | -2.8% | -33.1% | -25.5% |
| 30D | -47.1% | -6.2% | -40.9% | -24.2% |
| 3M | -29.8% | -3.6% | -26.3% | -12.4% |
| 6M | +16.0% | +4.8% | +11.3% | +19.2% |
| YTD | +286.1% | +11.0% | +275.1% | +254.5% |
| 1Y | +504.3% | +11.2% | +493.1% | +476.1% |
| All | +504.3% | +10.8% | +493.5% | +476.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling