+311.1%
MUU vs PM
+9.5%
+301.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -2.0% | +13.6% | +7.7% |
| 7D | +17.4% | -4.9% | +22.3% | +6.9% |
| 30D | +24.0% | -3.4% | +27.3% | +17.1% |
| 3M | -23.9% | +5.2% | -29.1% | -10.8% |
| All | +311.1% | +9.5% | +301.6% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 6mo: compounded portfolio wealth divided by compounded PM 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…
6mo analysis · Full analysis span regression · 6 months rolling