+2,620.0%
MUU vs PBF
+146.4%
+2,473.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.3% | +12.9% | +12.1% |
| 7D | +17.4% | +4.3% | +13.1% | +15.4% |
| 30D | +24.0% | +22.0% | +2.0% | +14.1% |
| 3M | -23.9% | +74.5% | -98.4% | -38.6% |
| 6M | +284.4% | +67.7% | +216.7% | +199.5% |
| YTD | +583.7% | +179.2% | +404.5% | +276.6% |
| 1Y | +2,981.5% | +170.0% | +2,811.5% | +1,590.8% |
| All | +2,620.0% | +146.4% | +2,473.6% | +1,169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling