+504.3%
MUU vs TEVA
+106.6%
+397.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.1% | -13.9% | -13.9% |
| 7D | -35.9% | +4.7% | -40.6% | -37.3% |
| 30D | -47.1% | +5.5% | -52.6% | -48.5% |
| 3M | -29.8% | +21.6% | -51.4% | -37.1% |
| 6M | +16.0% | +18.4% | -2.4% | +6.1% |
| YTD | +286.1% | +34.1% | +252.0% | +219.8% |
| 1Y | +504.3% | +104.5% | +399.8% | +245.5% |
| All | +504.3% | +106.6% | +397.8% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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