-5.0%
MUU vs USB
+11.9%
-16.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.9% | -15.9% | -11.4% |
| 7D | -35.9% | +2.4% | -38.3% | -33.2% |
| 30D | -47.1% | +6.6% | -53.7% | -41.9% |
| 3M | -29.8% | -4.1% | -25.8% | -31.6% |
| All | -5.0% | +11.9% | -16.9% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 6mo: compounded portfolio wealth divided by compounded USB 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…
6mo analysis · Full analysis span regression · 6 months rolling