-37.5%
MUZ vs DD
+2.9%
-40.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.1% | -11.0% | -7.7% |
| 7D | +45.8% | +4.6% | +41.2% | +58.6% |
| 30D | +99.8% | +11.8% | +88.1% | +146.5% |
| 3M | +12.0% | +2.2% | +9.8% | +11.5% |
| All | -37.5% | +2.9% | -40.5% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling