+1,397.6%
MUU vs PEP
-9.6%
+1,407.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.2% | +23.9% | +24.5% |
| 7D | -2.5% | +1.1% | -3.6% | -0.8% |
| 30D | -39.7% | +13.6% | -53.4% | -25.6% |
| 3M | -27.4% | +5.1% | -32.5% | -17.6% |
| 6M | -38.4% | -1.6% | -36.8% | -29.1% |
| YTD | +276.4% | +3.3% | +273.1% | +347.8% |
| 1Y | +390.7% | +3.2% | +387.5% | +483.0% |
| All | +1,397.6% | -9.6% | +1,407.2% | +1,671.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling