+2,981.5%
MUU vs PENG
+118.5%
+2,863.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +6.4% | +5.2% | +5.1% |
| 7D | +17.4% | +4.5% | +12.8% | +12.5% |
| 30D | +24.0% | -7.1% | +31.1% | +32.6% |
| 3M | -23.9% | -27.3% | +3.4% | +7.0% |
| 6M | +284.4% | +169.6% | +114.8% | +78.5% |
| YTD | +583.7% | +164.6% | +419.1% | +218.4% |
| 1Y | +2,981.5% | +109.5% | +2,872.0% | +1,280.2% |
| All | +2,981.5% | +118.5% | +2,863.0% | +1,280.2% |
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