+237.5%
MUU vs SW
+25.8%
+211.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -1.5% | -32.9% | -33.5% |
| 7D | -53.2% | +4.7% | -57.9% | -54.5% |
| 30D | -64.1% | +5.0% | -69.1% | -65.5% |
| 3M | -54.1% | -7.3% | -46.7% | -52.0% |
| 6M | -37.7% | +15.0% | -52.6% | -44.9% |
| YTD | +153.4% | +18.5% | +134.9% | +139.6% |
| 1Y | +237.5% | +27.1% | +210.3% | +206.2% |
| All | +237.5% | +25.8% | +211.7% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling