+2,396.1%
MUU vs TEVA
+110.7%
+2,285.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -2.3% |
| 7D | -8.2% | +2.0% | -10.2% | -9.3% |
| 30D | +10.2% | +1.0% | +9.2% | +9.3% |
| 3M | -26.5% | +7.3% | -33.8% | -31.8% |
| 6M | +227.2% | +21.7% | +205.5% | +177.3% |
| YTD | +527.4% | +18.8% | +508.6% | +446.4% |
| 1Y | +1,843.7% | +86.5% | +1,757.2% | +1,149.7% |
| All | +2,396.1% | +110.7% | +2,285.3% | +1,248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling