+2,683.6%
MUU vs TAP
-23.9%
+2,707.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.0% |
| 7D | +15.0% | -5.1% | +20.1% | +11.9% |
| 30D | +36.8% | -8.4% | +45.3% | +31.1% |
| 3M | -8.5% | -3.9% | -4.6% | -8.5% |
| 6M | +320.7% | -14.4% | +335.1% | +322.6% |
| YTD | +599.7% | -14.7% | +614.4% | +599.2% |
| 1Y | +2,569.2% | -18.7% | +2,587.9% | +2,599.4% |
| All | +2,683.6% | -23.9% | +2,707.5% | +2,302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling