+1,000.7%
MUU vs PR
+63.5%
+937.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.9% | +7.3% | +7.7% |
| 7D | -42.8% | -16.4% | -26.4% | -33.1% |
| 30D | -63.6% | -1.9% | -61.7% | -62.5% |
| 3M | -48.5% | +8.0% | -56.5% | -51.9% |
| 6M | -36.9% | +4.1% | -41.0% | -40.8% |
| YTD | +176.7% | +58.7% | +118.0% | +50.7% |
| 1Y | +266.3% | +75.8% | +190.4% | +71.3% |
| All | +1,000.7% | +63.5% | +937.1% | +432.3% |
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