+504.3%
MUU vs PEP
+2.4%
+501.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +3.8% | -17.7% | -3.4% |
| 7D | -35.9% | +7.4% | -43.2% | -19.3% |
| 30D | -47.1% | +13.3% | -60.5% | -20.6% |
| 3M | -29.8% | +3.5% | -33.3% | -16.7% |
| 6M | +16.0% | -5.9% | +21.9% | +36.6% |
| YTD | +286.1% | +2.3% | +283.8% | +468.6% |
| 1Y | +504.3% | +3.7% | +500.6% | +785.6% |
| All | +504.3% | +2.4% | +501.9% | +785.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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