+2,538.2%
MUU vs SPYM
+36.0%
+2,502.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -0.2% |
| 7D | +13.9% | +0.6% | +13.3% | +10.3% |
| 30D | +24.8% | -0.9% | +25.7% | +30.7% |
| 3M | -15.7% | +3.9% | -19.7% | -24.2% |
| 6M | +338.9% | +14.5% | +324.3% | +177.5% |
| YTD | +563.2% | +13.0% | +550.2% | +360.1% |
| 1Y | +2,577.5% | +19.4% | +2,558.1% | +1,482.6% |
| All | +2,538.2% | +36.0% | +2,502.3% | +1,100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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