+2,620.0%
MUU vs PEGA
+4.5%
+2,615.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.0% | +12.6% | +11.7% |
| 7D | +17.4% | +3.3% | +14.1% | +16.9% |
| 30D | +24.0% | +17.7% | +6.2% | +20.9% |
| 3M | -23.9% | +5.8% | -29.7% | -24.0% |
| 6M | +284.4% | -20.3% | +304.7% | +318.5% |
| YTD | +583.7% | -37.1% | +620.9% | +726.8% |
| 1Y | +2,981.5% | -30.2% | +3,011.7% | +3,383.4% |
| All | +2,620.0% | +4.5% | +2,615.5% | +1,766.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling