+266.3%
MUU vs PENG
+88.9%
+177.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +12.4% | -3.2% | -3.3% |
| 7D | -42.8% | -19.4% | -23.3% | -26.2% |
| 30D | -63.6% | -42.4% | -21.2% | -36.1% |
| 3M | -48.5% | -25.6% | -22.9% | -32.6% |
| 6M | -36.9% | +7.3% | -44.2% | -38.9% |
| YTD | +176.7% | +113.9% | +62.8% | +42.7% |
| 1Y | +266.3% | +93.6% | +172.7% | +117.2% |
| All | +266.3% | +88.9% | +177.3% | +117.2% |
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