+504.3%
MUU vs TFC
+20.8%
+483.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +3.0% | -17.0% | -12.9% |
| 7D | -35.9% | +5.1% | -40.9% | -34.6% |
| 30D | -47.1% | +9.8% | -56.9% | -45.6% |
| 3M | -29.8% | -2.4% | -27.4% | -28.9% |
| 6M | +16.0% | +4.9% | +11.1% | +17.8% |
| YTD | +286.1% | +6.6% | +279.5% | +244.4% |
| 1Y | +504.3% | +21.3% | +483.0% | +319.4% |
| All | +504.3% | +20.8% | +483.5% | +319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling