+2,620.0%
MUU vs PEP
-13.6%
+2,633.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.7% | +12.3% | +10.8% |
| 7D | +17.4% | -1.4% | +18.8% | +15.4% |
| 30D | +24.0% | +0.2% | +23.7% | +24.9% |
| 3M | -23.9% | -1.1% | -22.8% | -19.9% |
| 6M | +284.4% | -13.5% | +297.9% | +284.7% |
| YTD | +583.7% | -1.2% | +584.9% | +624.5% |
| 1Y | +2,981.5% | -1.6% | +2,983.0% | +3,168.1% |
| All | +2,620.0% | -13.6% | +2,633.6% | +2,765.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling