+2,683.6%
MUU vs PCG
-26.5%
+2,710.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.3% | +9.8% | +6.3% |
| 7D | +15.0% | +6.5% | +8.6% | +13.5% |
| 30D | +36.8% | -16.7% | +53.5% | +41.1% |
| 3M | -8.5% | -14.2% | +5.7% | -7.9% |
| 6M | +320.7% | -21.5% | +342.2% | +343.8% |
| YTD | +599.7% | -11.2% | +610.9% | +578.4% |
| 1Y | +2,569.2% | -4.2% | +2,573.4% | +2,325.7% |
| All | +2,683.6% | -26.5% | +2,710.1% | +2,577.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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