+2,396.1%
MUU vs TLN
+87.3%
+2,308.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -8.2% | -1.3% | -6.9% | -7.0% |
| 30D | +10.2% | -14.3% | +24.5% | +30.6% |
| 3M | -26.5% | -9.3% | -17.2% | -12.0% |
| 6M | +227.2% | -1.1% | +228.3% | +269.0% |
| YTD | +527.4% | -16.6% | +544.0% | +702.2% |
| 1Y | +1,843.7% | -22.0% | +1,865.7% | +2,648.6% |
| All | +2,396.1% | +87.3% | +2,308.8% | +1,618.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling