+2,683.6%
MUU vs PH
+53.4%
+2,630.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +6.8% |
| 7D | +15.0% | 0.0% | +15.0% | +14.8% |
| 30D | +36.8% | -10.3% | +47.1% | +67.5% |
| 3M | -8.5% | +5.1% | -13.6% | -14.5% |
| 6M | +320.7% | +2.3% | +318.4% | +301.8% |
| YTD | +599.7% | +8.7% | +591.0% | +489.5% |
| 1Y | +2,569.2% | +26.8% | +2,542.4% | +1,502.0% |
| All | +2,683.6% | +53.4% | +2,630.2% | +1,125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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