+2,683.6%
MUU vs PBF
+153.6%
+2,530.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +15.0% | +1.4% | +13.7% | +14.3% |
| 30D | +36.8% | +15.8% | +21.0% | +28.8% |
| 3M | -8.5% | +90.3% | -98.8% | -28.7% |
| 6M | +320.7% | +102.8% | +217.9% | +199.3% |
| YTD | +599.7% | +187.3% | +412.4% | +280.9% |
| 1Y | +2,569.2% | +161.8% | +2,407.3% | +1,414.0% |
| All | +2,683.6% | +153.6% | +2,530.0% | +1,184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling