+1,272.2%
MUU vs PCAR
+10.6%
+1,261.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.6% | -5.7% |
| 7D | +24.7% | +4.9% | +19.7% | +17.1% |
| 30D | -35.1% | -1.4% | -33.7% | -34.1% |
| 3M | -44.3% | -18.1% | -26.1% | -24.2% |
| 6M | -44.4% | -4.0% | -40.4% | -40.7% |
| YTD | +244.9% | -1.5% | +246.4% | +249.4% |
| 1Y | +365.6% | +13.2% | +352.4% | +271.7% |
| All | +1,272.2% | +10.6% | +1,261.6% | +1,040.7% |
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