+1,348.1%
MUU vs PM
+75.1%
+1,273.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.2% |
| 7D | +43.7% | -2.4% | +46.1% | +41.4% |
| 30D | -37.2% | -1.3% | -35.9% | -37.6% |
| 3M | -36.1% | +6.5% | -42.6% | -31.8% |
| 6M | -35.7% | +7.0% | -42.7% | -28.0% |
| YTD | +264.0% | +25.8% | +238.2% | +319.9% |
| 1Y | +359.1% | +30.9% | +328.2% | +435.7% |
| All | +1,348.1% | +75.1% | +1,273.0% | +1,737.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling