+1,272.2%
MUU vs PPL
+19.0%
+1,253.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -4.5% |
| 7D | +24.7% | -0.4% | +25.0% | +24.6% |
| 30D | -35.1% | +2.6% | -37.8% | -33.9% |
| 3M | -44.3% | +0.8% | -45.1% | -43.2% |
| 6M | -44.4% | +1.4% | -45.8% | -42.9% |
| YTD | +244.9% | +4.3% | +240.6% | +251.6% |
| 1Y | +365.6% | +0.8% | +364.9% | +376.8% |
| All | +1,272.2% | +19.0% | +1,253.2% | +1,530.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling