+113.9%
SOXX vs MUU
+3,255.9%
-3,142.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.6% | -8.1% | +0.9% |
| 7D | +2.2% | +17.4% | -15.2% | -1.6% |
| 30D | -2.0% | +24.0% | -26.0% | -7.4% |
| 3M | -13.7% | -23.9% | +10.2% | -14.7% |
| 6M | +52.4% | +284.4% | -232.0% | +2.9% |
| YTD | +72.8% | +583.7% | -510.9% | +1.7% |
| 1Y | +113.9% | +2,981.5% | -2,867.6% | -0.8% |
| All | +113.9% | +3,255.9% | -3,142.0% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling