+266.5%
MUU vs PENG
+108.0%
+158.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +9.3% | +3.2% | +3.2% |
| 7D | -27.2% | -3.8% | -23.4% | -21.3% |
| 30D | -54.0% | -40.1% | -14.0% | -22.1% |
| 3M | -41.4% | -21.8% | -19.7% | -26.6% |
| 6M | -42.5% | +3.3% | -45.8% | -42.9% |
| YTD | +211.2% | +133.6% | +77.6% | +50.4% |
| All | +266.5% | +108.0% | +158.5% | +109.6% |
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