+320.7%
MUU vs SPYG
+19.7%
+301.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +7.6% |
| 7D | +15.0% | +0.3% | +14.7% | +12.5% |
| 30D | +36.8% | -1.7% | +38.5% | +50.6% |
| 3M | -8.5% | +3.6% | -12.1% | -15.4% |
| 6M | +320.7% | +16.6% | +304.1% | +191.5% |
| All | +320.7% | +19.7% | +301.0% | +191.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling