+2,683.6%
MUU vs SPYG
+46.1%
+2,637.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +7.1% |
| 7D | +15.0% | +0.3% | +14.7% | +13.2% |
| 30D | +36.8% | -1.7% | +38.5% | +47.4% |
| 3M | -8.5% | +3.6% | -12.1% | -10.9% |
| 6M | +320.7% | +16.6% | +304.1% | +197.1% |
| YTD | +599.7% | +13.4% | +586.3% | +470.0% |
| 1Y | +2,569.2% | +19.6% | +2,549.6% | +1,855.2% |
| All | +2,683.6% | +46.1% | +2,637.5% | +1,221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling