+2,538.2%
MUU vs PCAR
+26.6%
+2,511.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -0.1% |
| 7D | +13.9% | 0.0% | +13.9% | +13.8% |
| 30D | +24.8% | -7.7% | +32.5% | +43.2% |
| 3M | -15.7% | +3.7% | -19.4% | -18.9% |
| 6M | +338.9% | +2.3% | +336.6% | +325.7% |
| YTD | +563.2% | +12.8% | +550.4% | +453.2% |
| 1Y | +2,577.5% | +27.8% | +2,549.7% | +1,706.5% |
| All | +2,538.2% | +26.6% | +2,511.6% | +1,706.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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