+2,538.2%
MUU vs PEP
-13.0%
+2,551.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -2.3% |
| 7D | +13.9% | +0.1% | +13.8% | +14.2% |
| 30D | +24.8% | +0.7% | +24.1% | +26.5% |
| 3M | -15.7% | -0.5% | -15.2% | -10.9% |
| 6M | +338.9% | -11.3% | +350.2% | +345.1% |
| YTD | +563.2% | -0.6% | +563.7% | +608.2% |
| 1Y | +2,577.5% | +1.7% | +2,575.8% | +2,770.1% |
| All | +2,538.2% | -13.0% | +2,551.3% | +2,700.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling