+320.7%
MUU vs PBR
+21.2%
+299.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.7% |
| 7D | +15.0% | +0.3% | +14.7% | +15.5% |
| 30D | +36.8% | +17.5% | +19.3% | +48.1% |
| 3M | -8.5% | +20.9% | -29.4% | +1.4% |
| 6M | +320.7% | +20.2% | +300.5% | +314.7% |
| All | +320.7% | +21.2% | +299.6% | +314.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling