+2,981.5%
MUU vs TEVA
+93.8%
+2,887.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.7% | +12.3% | +12.0% |
| 7D | +17.4% | -0.2% | +17.6% | +17.4% |
| 30D | +24.0% | +4.7% | +19.2% | +20.2% |
| 3M | -23.9% | +5.6% | -29.5% | -27.5% |
| 6M | +284.4% | +10.5% | +273.9% | +249.5% |
| YTD | +583.7% | +16.5% | +567.2% | +505.6% |
| 1Y | +2,981.5% | +96.8% | +2,884.7% | +1,695.1% |
| All | +2,981.5% | +93.8% | +2,887.7% | +1,695.1% |
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