+2,683.6%
MUU vs TLN
+91.4%
+2,592.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +7.5% |
| 7D | +15.0% | +5.8% | +9.2% | +8.1% |
| 30D | +36.8% | -6.9% | +43.7% | +47.9% |
| 3M | -8.5% | -10.9% | +2.4% | +11.6% |
| 6M | +320.7% | -4.6% | +325.3% | +385.7% |
| YTD | +599.7% | -14.7% | +614.4% | +771.9% |
| 1Y | +2,569.2% | -17.9% | +2,587.1% | +3,480.6% |
| All | +2,683.6% | +91.4% | +2,592.2% | +1,767.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling