+2,423.9%
MUU vs PBF
+155.5%
+2,268.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.1% | -9.6% |
| 7D | +3.6% | +2.3% | +1.2% | +2.5% |
| 30D | +22.3% | +11.6% | +10.8% | +16.8% |
| 3M | -8.2% | +81.7% | -89.9% | -27.0% |
| 6M | +256.3% | +96.4% | +159.9% | +157.9% |
| YTD | +534.4% | +189.5% | +344.9% | +244.3% |
| 1Y | +2,163.5% | +180.7% | +1,982.7% | +1,127.9% |
| All | +2,423.9% | +155.5% | +2,268.4% | +1,060.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling