+1,000.7%
MUU vs PCAR
+5.4%
+995.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.4% | +11.6% | +12.8% |
| 7D | -42.8% | +0.1% | -42.8% | -43.3% |
| 30D | -63.6% | -4.6% | -59.1% | -61.9% |
| 3M | -48.5% | -22.6% | -26.0% | -24.7% |
| 6M | -36.9% | -12.0% | -25.0% | -24.0% |
| YTD | +176.7% | -6.1% | +182.8% | +198.4% |
| 1Y | +266.3% | +6.3% | +259.9% | +220.5% |
| All | +1,000.7% | +5.4% | +995.2% | +874.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling