+1,000.7%
MUU vs PPL
+19.4%
+981.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.6% | +9.7% | +8.9% |
| 7D | -42.8% | +0.4% | -43.2% | -42.5% |
| 30D | -63.6% | +5.4% | -69.1% | -62.6% |
| 3M | -48.5% | +4.3% | -52.8% | -47.1% |
| 6M | -36.9% | -1.3% | -35.6% | -35.2% |
| YTD | +176.7% | +4.7% | +172.0% | +182.1% |
| 1Y | +266.3% | +1.3% | +265.0% | +275.3% |
| All | +1,000.7% | +19.4% | +981.2% | +1,208.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling