+2,396.1%
MUU vs USHY
+11.3%
+2,384.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.5% |
| 7D | -8.2% | -0.7% | -7.6% | +0.7% |
| 30D | +10.2% | -0.7% | +10.8% | +20.8% |
| 3M | -26.5% | +0.1% | -26.6% | -25.2% |
| 6M | +227.2% | +1.8% | +225.4% | +189.8% |
| YTD | +527.4% | +1.8% | +525.6% | +471.4% |
| 1Y | +1,843.7% | +3.3% | +1,840.4% | +1,427.5% |
| All | +2,396.1% | +11.3% | +2,384.7% | +868.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 3y: compounded portfolio wealth divided by compounded USHY 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…
3y analysis · Full analysis span regression · 6 months rolling