+390.7%
MUU vs PR
+73.4%
+317.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +2.8% | +21.4% | +24.3% |
| 7D | -2.5% | -0.5% | -2.0% | -2.9% |
| 30D | -39.7% | -4.6% | -35.1% | -40.0% |
| 3M | -27.4% | +4.7% | -32.1% | -24.5% |
| 6M | -38.4% | +12.4% | -50.9% | -33.0% |
| YTD | +276.4% | +62.9% | +213.6% | +309.9% |
| 1Y | +390.7% | +70.6% | +320.2% | +408.3% |
| All | +390.7% | +73.4% | +317.3% | +408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling