+504.3%
MUU vs TLN
-17.6%
+521.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -8.5% | -5.5% | -4.1% |
| 7D | -35.9% | -6.0% | -29.8% | -30.4% |
| 30D | -47.1% | -1.5% | -45.6% | -46.7% |
| 3M | -29.8% | -3.9% | -26.0% | -27.6% |
| 6M | +16.0% | -15.0% | +31.1% | +51.4% |
| YTD | +286.1% | -12.8% | +298.9% | +354.4% |
| 1Y | +504.3% | -17.3% | +521.6% | +687.3% |
| All | +504.3% | -17.6% | +521.9% | +687.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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