+1,138.0%
MUU vs PENG
+125.0%
+1,013.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +9.3% | +3.2% | +2.7% |
| 7D | -27.2% | -3.8% | -23.4% | -21.4% |
| 30D | -54.0% | -40.1% | -14.0% | -19.8% |
| 3M | -41.4% | -21.8% | -19.7% | -26.3% |
| 6M | -42.5% | +3.3% | -45.8% | -46.5% |
| YTD | +211.2% | +133.6% | +77.6% | +16.2% |
| 1Y | +313.4% | +110.7% | +202.7% | +75.9% |
| All | +1,138.0% | +125.0% | +1,013.0% | +365.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling