+1,272.2%
MUU vs Z
-49.8%
+1,322.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.7% | -5.7% |
| 7D | +24.7% | +0.8% | +23.8% | +24.6% |
| 30D | -35.1% | +5.2% | -40.3% | -35.1% |
| 3M | -44.3% | -17.0% | -27.2% | -42.7% |
| 6M | -44.4% | -22.7% | -21.8% | -40.9% |
| YTD | +244.9% | -56.3% | +301.2% | +374.0% |
| 1Y | +365.6% | -57.7% | +423.3% | +550.3% |
| All | +1,272.2% | -49.8% | +1,322.0% | +1,784.3% |
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