+2,396.1%
MUU vs SPYG
+46.0%
+2,350.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -4.5% |
| 7D | -8.2% | -0.9% | -7.3% | -4.6% |
| 30D | +10.2% | -1.5% | +11.7% | +18.0% |
| 3M | -26.5% | +3.7% | -30.2% | -29.7% |
| 6M | +227.2% | +16.4% | +210.8% | +132.7% |
| YTD | +527.4% | +13.3% | +514.1% | +412.7% |
| 1Y | +1,843.7% | +17.9% | +1,825.8% | +1,396.1% |
| All | +2,396.1% | +46.0% | +2,350.0% | +1,088.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling