+1,106.1%
MUU vs TAP
-21.0%
+1,127.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.4% |
| 7D | -32.5% | -4.5% | -28.0% | -34.5% |
| 30D | -55.2% | +7.5% | -62.7% | -52.2% |
| 3M | -40.7% | -4.9% | -35.8% | -40.2% |
| 6M | -43.9% | -3.5% | -40.5% | -41.0% |
| YTD | +203.2% | -11.4% | +214.6% | +218.7% |
| 1Y | +257.0% | -10.8% | +267.8% | +272.7% |
| All | +1,106.1% | -21.0% | +1,127.1% | +995.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling