+2,538.2%
MUU vs PEGA
+0.2%
+2,538.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.5% |
| 7D | +13.9% | -2.4% | +16.3% | +14.3% |
| 30D | +24.8% | +9.6% | +15.2% | +23.0% |
| 3M | -15.7% | +2.3% | -18.1% | -15.9% |
| 6M | +338.9% | -23.9% | +362.8% | +381.3% |
| YTD | +563.2% | -39.8% | +602.9% | +706.4% |
| 1Y | +2,577.5% | -37.4% | +2,614.9% | +3,075.0% |
| All | +2,538.2% | +0.2% | +2,538.1% | +1,720.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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