+2,396.1%
MUU vs USFR
+8.4%
+2,387.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | +0.8% |
| 7D | -8.2% | +0.1% | -8.4% | -5.0% |
| 30D | +10.2% | +0.4% | +9.8% | +20.2% |
| 3M | -26.5% | +1.0% | -27.5% | -5.4% |
| 6M | +227.2% | +2.0% | +225.2% | +341.3% |
| YTD | +527.4% | +2.8% | +524.7% | +751.8% |
| 1Y | +1,843.7% | +4.1% | +1,839.6% | +2,941.0% |
| All | +2,396.1% | +8.4% | +2,387.7% | +10,903.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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