-36.9%
MUU vs PR
+3.7%
-40.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.9% | +7.3% | +9.1% |
| 7D | -42.8% | -16.4% | -26.4% | -45.7% |
| 30D | -63.6% | -1.9% | -61.7% | -62.1% |
| 3M | -48.5% | +8.0% | -56.5% | -43.5% |
| 6M | -36.9% | +4.1% | -41.0% | -32.8% |
| All | -36.9% | +3.7% | -40.6% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling