+2,396.1%
MUU vs TCOM
-39.6%
+2,435.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -8.2% | -4.9% | -3.3% | -6.3% |
| 30D | +10.2% | -14.4% | +24.6% | +17.5% |
| 3M | -26.5% | -17.7% | -8.8% | -21.7% |
| 6M | +227.2% | -25.1% | +252.3% | +271.2% |
| YTD | +527.4% | -45.7% | +573.2% | +769.3% |
| 1Y | +1,843.7% | -47.9% | +1,891.5% | +2,676.0% |
| All | +2,396.1% | -39.6% | +2,435.7% | +2,996.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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