-35.7%
MUU vs PM
+8.8%
-44.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -2.8% |
| 7D | +43.7% | -2.4% | +46.1% | +34.2% |
| 30D | -37.2% | -1.3% | -35.9% | -40.4% |
| 3M | -36.1% | +6.5% | -42.6% | -16.1% |
| 6M | -35.7% | +7.0% | -42.7% | +5.7% |
| All | -35.7% | +8.8% | -44.5% | +5.7% |
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