+1,348.1%
MUU vs PPL
+17.5%
+1,330.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.6% |
| 7D | +43.7% | -2.2% | +45.9% | +42.2% |
| 30D | -37.2% | +1.7% | -38.9% | -36.4% |
| 3M | -36.1% | +0.1% | -36.2% | -35.3% |
| 6M | -35.7% | -1.5% | -34.2% | -34.5% |
| YTD | +264.0% | +3.0% | +261.0% | +268.2% |
| 1Y | +359.1% | -1.4% | +360.5% | +366.4% |
| All | +1,348.1% | +17.5% | +1,330.6% | +1,608.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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