+1,272.2%
MUU vs PEP
-8.7%
+1,280.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.5% | -2.0% |
| 7D | +24.7% | +2.9% | +21.8% | +30.0% |
| 30D | -35.1% | +12.5% | -47.7% | -20.9% |
| 3M | -44.3% | +4.5% | -48.8% | -36.8% |
| 6M | -44.4% | -0.5% | -43.9% | -35.0% |
| YTD | +244.9% | +4.4% | +240.5% | +317.0% |
| 1Y | +365.6% | +4.4% | +361.3% | +462.1% |
| All | +1,272.2% | -8.7% | +1,280.9% | +1,549.1% |
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 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