+2,423.9%
MUU vs PFE
+5.9%
+2,417.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.9% | -9.1% |
| 7D | +3.6% | -4.0% | +7.6% | +5.2% |
| 30D | +22.3% | +3.9% | +18.5% | +20.3% |
| 3M | -8.2% | +9.9% | -18.1% | -12.1% |
| 6M | +256.3% | +5.3% | +251.0% | +246.6% |
| YTD | +534.4% | +16.8% | +517.6% | +456.5% |
| 1Y | +2,163.5% | +20.4% | +2,143.1% | +1,816.5% |
| All | +2,423.9% | +5.9% | +2,417.9% | +1,485.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 10y: compounded portfolio wealth divided by compounded PFE 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…
10y analysis · Full analysis span regression · 6 months rolling