+1,397.6%
MUU vs PR
+67.8%
+1,329.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +2.8% | +21.4% | +22.0% |
| 7D | -2.5% | -0.5% | -2.0% | -0.1% |
| 30D | -39.7% | -4.6% | -35.1% | -36.3% |
| 3M | -27.4% | +4.7% | -32.1% | -30.0% |
| 6M | -38.4% | +12.4% | -50.9% | -45.9% |
| YTD | +276.4% | +62.9% | +213.6% | +101.4% |
| 1Y | +390.7% | +70.6% | +320.2% | +144.1% |
| All | +1,397.6% | +67.8% | +1,329.8% | +611.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling