+127.9%
SOXX vs MUU
+2,491.4%
-2,363.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +1.4% | -8.2% | +9.6% | +3.3% |
| 30D | -3.6% | +10.2% | -13.7% | -6.6% |
| 3M | -10.2% | -26.5% | +16.4% | -9.8% |
| 6M | +54.2% | +227.2% | -173.0% | +1.1% |
| YTD | +75.2% | +527.4% | -452.2% | -5.6% |
| 1Y | +107.5% | +1,843.7% | -1,736.2% | -20.3% |
| All | +127.9% | +2,491.4% | -2,363.5% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling