+2,396.1%
MUU vs UL
-6.0%
+2,402.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -0.4% |
| 7D | -8.2% | -3.4% | -4.8% | -11.9% |
| 30D | +10.2% | +0.5% | +9.7% | +11.2% |
| 3M | -26.5% | +7.2% | -33.7% | -17.0% |
| 6M | +227.2% | -3.1% | +230.3% | +255.3% |
| YTD | +527.4% | -2.7% | +530.1% | +591.0% |
| 1Y | +1,843.7% | -10.2% | +1,853.9% | +1,938.5% |
| All | +2,396.1% | -6.0% | +2,402.1% | +2,988.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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