+2,423.9%
MUU vs SPYG
+44.9%
+2,379.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.5% | -5.8% |
| 7D | +3.6% | -1.8% | +5.4% | +12.1% |
| 30D | +22.3% | -1.9% | +24.3% | +33.7% |
| 3M | -8.2% | +5.2% | -13.4% | -15.6% |
| 6M | +256.3% | +15.6% | +240.8% | +161.9% |
| YTD | +534.4% | +12.4% | +522.0% | +437.1% |
| 1Y | +2,163.5% | +17.5% | +2,146.0% | +1,679.2% |
| All | +2,423.9% | +44.9% | +2,379.0% | +1,145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling