-53.9%
MUZ vs WY
-13.6%
-40.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.4% | +2.9% |
| 7D | -26.3% | -0.8% | -25.4% | -25.7% |
| 30D | +6.6% | +10.1% | -3.5% | -2.7% |
| 3M | -2.3% | -15.4% | +13.0% | +13.7% |
| All | -53.9% | -13.6% | -40.4% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · Available span rolling