+2,683.6%
MUU vs PEGA
-2.0%
+2,685.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +5.8% |
| 7D | +15.0% | -6.1% | +21.2% | +15.9% |
| 30D | +36.8% | +6.4% | +30.4% | +35.3% |
| 3M | -8.5% | +2.9% | -11.4% | -9.3% |
| 6M | +320.7% | -23.8% | +344.6% | +358.5% |
| YTD | +599.7% | -41.1% | +640.7% | +753.1% |
| 1Y | +2,569.2% | -38.2% | +2,607.4% | +3,057.0% |
| All | +2,683.6% | -2.0% | +2,685.6% | +1,826.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling