+1,272.2%
MUU vs TFC
+30.1%
+1,242.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.2% | -6.5% | -6.5% |
| 7D | +24.7% | +2.3% | +22.4% | +22.0% |
| 30D | -35.1% | +10.8% | -46.0% | -42.2% |
| 3M | -44.3% | -3.8% | -40.5% | -42.5% |
| 6M | -44.4% | +9.6% | -54.0% | -54.4% |
| YTD | +244.9% | +5.8% | +239.1% | +183.7% |
| 1Y | +365.6% | +16.2% | +349.4% | +225.5% |
| All | +1,272.2% | +30.1% | +1,242.2% | +684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling