+2,538.2%
MUU vs Z
-45.5%
+2,583.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.4% | -2.2% |
| 7D | +13.9% | -3.3% | +17.2% | +14.4% |
| 30D | +24.8% | -3.7% | +28.5% | +24.7% |
| 3M | -15.7% | -7.0% | -8.8% | -15.6% |
| 6M | +338.9% | -29.5% | +368.4% | +390.3% |
| YTD | +563.2% | -52.6% | +615.7% | +796.6% |
| 1Y | +2,577.5% | -64.0% | +2,641.5% | +4,274.5% |
| All | +2,538.2% | -45.5% | +2,583.7% | +3,464.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling