+46.4%
QQQ vs MUU
+2,491.4%
-2,444.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -0.6% | -8.2% | +7.7% | +0.3% |
| 30D | -1.2% | +10.2% | -11.4% | -2.7% |
| 3M | -0.2% | -26.5% | +26.3% | -1.1% |
| 6M | +17.9% | +227.2% | -209.3% | -5.4% |
| YTD | +16.6% | +527.4% | -510.8% | -15.6% |
| 1Y | +23.0% | +1,843.7% | -1,820.7% | -26.1% |
| All | +46.4% | +2,491.4% | -2,444.9% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUU.
Daily Out/Under-Performance
Portfolio return minus MUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUU 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 5y: compounded portfolio wealth divided by compounded MUU 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…
5y analysis · Full analysis span regression · 6 months rolling