+2,620.0%
MUU vs TAP
-20.0%
+2,640.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.2% | +11.8% | +11.5% |
| 7D | +17.4% | -2.3% | +19.7% | +16.0% |
| 30D | +24.0% | -2.1% | +26.1% | +23.1% |
| 3M | -23.9% | +6.6% | -30.5% | -21.1% |
| 6M | +284.4% | -11.5% | +295.9% | +297.8% |
| YTD | +583.7% | -10.3% | +594.0% | +602.0% |
| 1Y | +2,981.5% | -14.4% | +2,995.9% | +3,103.0% |
| All | +2,620.0% | -20.0% | +2,640.0% | +2,312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling