+2,423.9%
MUU vs WAT
+13.4%
+2,410.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.5% | -8.6% |
| 7D | +3.6% | -2.9% | +6.4% | +6.4% |
| 30D | +22.3% | -3.2% | +25.5% | +25.8% |
| 3M | -8.2% | +10.6% | -18.8% | -16.1% |
| 6M | +256.3% | +34.0% | +222.3% | +171.4% |
| YTD | +534.4% | +5.7% | +528.7% | +495.4% |
| 1Y | +2,163.5% | +37.1% | +2,126.4% | +1,553.1% |
| All | +2,423.9% | +13.4% | +2,410.5% | +2,118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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