+2,423.9%
MUU vs TCOM
-40.1%
+2,464.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.1% | -8.8% |
| 7D | +3.6% | -6.5% | +10.1% | +6.5% |
| 30D | +22.3% | -16.2% | +38.6% | +31.7% |
| 3M | -8.2% | -19.3% | +11.1% | -1.1% |
| 6M | +256.3% | -27.2% | +283.6% | +310.7% |
| YTD | +534.4% | -46.2% | +580.6% | +782.1% |
| 1Y | +2,163.5% | -46.6% | +2,210.1% | +3,086.9% |
| All | +2,423.9% | -40.1% | +2,464.0% | +3,041.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling