+2,396.1%
MUU vs PBR
+72.8%
+2,323.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -8.2% | +5.4% | -13.6% | -10.8% |
| 30D | +10.2% | +22.9% | -12.7% | -1.3% |
| 3M | -26.5% | +19.6% | -46.1% | -33.8% |
| 6M | +227.2% | +16.5% | +210.7% | +176.2% |
| YTD | +527.4% | +86.7% | +440.8% | +223.5% |
| 1Y | +1,843.7% | +74.7% | +1,769.0% | +951.2% |
| All | +2,396.1% | +72.8% | +2,323.3% | +1,573.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling