-45.5%
MUZ vs SUNB
+1.9%
-47.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +5.9% | -18.7% | -2.1% |
| 7D | +14.0% | -2.6% | +16.6% | +15.0% |
| 30D | +57.6% | +8.6% | +49.0% | +88.6% |
| 3M | -3.1% | +1.1% | -4.2% | +2.5% |
| All | -45.5% | +1.9% | -47.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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 · Available span rolling