+2,683.6%
MUU vs T
+26.0%
+2,657.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +3.5% |
| 7D | +15.0% | -3.1% | +18.1% | +11.3% |
| 30D | +36.8% | +4.6% | +32.2% | +44.6% |
| 3M | -8.5% | +12.2% | -20.7% | +9.4% |
| 6M | +320.7% | -6.5% | +327.2% | +339.7% |
| YTD | +599.7% | +4.9% | +594.8% | +691.1% |
| 1Y | +2,569.2% | -10.5% | +2,579.7% | +2,736.9% |
| All | +2,683.6% | +26.0% | +2,657.5% | +4,262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling