+908.0%
MUU vs PR
+60.5%
+847.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -4.9% | -29.5% | -30.6% |
| 7D | -53.2% | -16.5% | -36.7% | -45.3% |
| 30D | -64.1% | -4.5% | -59.6% | -62.3% |
| 3M | -54.1% | +8.5% | -62.6% | -57.4% |
| 6M | -37.7% | -3.3% | -34.3% | -37.7% |
| YTD | +153.4% | +55.7% | +97.7% | +40.0% |
| 1Y | +237.5% | +82.0% | +155.4% | +48.5% |
| All | +908.0% | +60.5% | +847.5% | +394.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling