-45.5%
MUZ vs DD
+9.0%
-54.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +5.9% | -18.7% | -1.1% |
| 7D | +14.0% | +9.8% | +4.2% | +38.6% |
| 30D | +57.6% | +19.3% | +38.2% | +124.4% |
| 3M | -3.1% | +9.4% | -12.5% | +12.7% |
| All | -45.5% | +9.0% | -54.5% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · Available span rolling