+2,620.0%
MUU vs PCAR
+28.9%
+2,591.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.2% | +11.4% | +11.3% |
| 7D | +17.4% | -0.5% | +17.9% | +18.3% |
| 30D | +24.0% | -6.2% | +30.2% | +38.5% |
| 3M | -23.9% | +5.9% | -29.8% | -28.6% |
| 6M | +284.4% | +0.4% | +284.0% | +286.6% |
| YTD | +583.7% | +14.8% | +568.9% | +453.5% |
| 1Y | +2,981.5% | +30.1% | +2,951.4% | +1,918.8% |
| All | +2,620.0% | +28.9% | +2,591.1% | +1,707.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling