+2,538.2%
MUU vs TFC
+30.2%
+2,508.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -0.6% |
| 7D | +13.9% | +2.2% | +11.7% | +11.2% |
| 30D | +24.8% | -2.5% | +27.3% | +28.0% |
| 3M | -15.7% | +4.5% | -20.3% | -24.2% |
| 6M | +338.9% | +11.0% | +327.9% | +248.3% |
| YTD | +563.2% | +5.9% | +557.3% | +448.9% |
| 1Y | +2,577.5% | +14.6% | +2,562.9% | +1,810.6% |
| All | +2,538.2% | +30.2% | +2,508.0% | +1,418.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling