+36.4%
SPY vs MUU
+2,723.9%
-2,687.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.6% | -12.0% | -1.1% |
| 7D | +0.1% | +17.4% | -17.3% | -1.0% |
| 30D | +0.1% | +24.0% | -23.9% | -1.7% |
| 3M | +2.0% | -23.9% | +25.9% | +0.4% |
| 6M | +13.0% | +284.4% | -271.4% | -5.4% |
| YTD | +13.5% | +583.7% | -570.2% | -11.5% |
| 1Y | +20.0% | +2,981.5% | -2,961.5% | -22.7% |
| All | +36.4% | +2,723.9% | -2,687.5% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling