+1,348.1%
MUU vs Z
-51.5%
+1,399.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.0% |
| 7D | +43.7% | -4.9% | +48.6% | +44.6% |
| 30D | -37.2% | +3.0% | -40.2% | -37.1% |
| 3M | -36.1% | -13.4% | -22.7% | -34.9% |
| 6M | -35.7% | -27.3% | -8.4% | -30.6% |
| YTD | +264.0% | -57.8% | +321.8% | +402.4% |
| 1Y | +359.1% | -60.0% | +419.1% | +555.4% |
| All | +1,348.1% | -51.5% | +1,399.6% | +1,897.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling