+1,106.1%
MUU vs TLN
+116.3%
+989.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.0% |
| 7D | -32.5% | +1.1% | -33.6% | -31.6% |
| 30D | -55.2% | -4.6% | -50.6% | -51.4% |
| 3M | -40.7% | +5.2% | -46.0% | -43.2% |
| 6M | -43.9% | -6.5% | -37.4% | -34.0% |
| YTD | +203.2% | -3.6% | +206.8% | +235.2% |
| 1Y | +257.0% | -8.2% | +265.3% | +318.6% |
| All | +1,106.1% | +116.3% | +989.8% | +618.1% |
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