+504.3%
MUU vs PENG
+120.5%
+383.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.1% | -4.9% | -5.1% |
| 7D | -35.9% | -20.5% | -15.4% | -19.5% |
| 30D | -47.1% | -20.4% | -26.8% | -36.0% |
| 3M | -29.8% | -16.4% | -13.4% | -21.3% |
| 6M | +16.0% | +49.2% | -33.2% | -20.1% |
| YTD | +286.1% | +147.2% | +138.9% | +62.0% |
| 1Y | +504.3% | +124.7% | +379.7% | +193.4% |
| All | +504.3% | +120.5% | +383.9% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling