+35.0%
SPY vs MUU
+2,789.9%
-2,754.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.8% |
| 7D | -0.4% | +15.0% | -15.4% | -1.3% |
| 30D | -1.4% | +36.8% | -38.2% | -3.7% |
| 3M | +3.7% | -8.5% | +12.2% | +1.1% |
| 6M | +13.0% | +320.7% | -307.7% | -6.0% |
| YTD | +12.4% | +599.7% | -587.3% | -12.5% |
| 1Y | +18.5% | +2,569.2% | -2,550.6% | -22.2% |
| All | +35.0% | +2,789.9% | -2,754.8% | -20.9% |
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