+2,538.2%
MUU vs PCG
-23.3%
+2,561.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -3.7% |
| 7D | +13.9% | +5.4% | +8.5% | +12.6% |
| 30D | +24.8% | -15.1% | +39.9% | +28.9% |
| 3M | -15.7% | -9.8% | -5.9% | -16.1% |
| 6M | +338.9% | -18.0% | +356.9% | +359.6% |
| YTD | +563.2% | -7.2% | +570.4% | +538.1% |
| 1Y | +2,577.5% | +2.9% | +2,574.6% | +2,261.9% |
| All | +2,538.2% | -23.3% | +2,561.5% | +2,417.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling