+1,272.2%
MUU vs TLT
-7.2%
+1,279.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | +24.7% | -3.1% | +27.8% | +26.1% |
| 30D | -35.1% | +1.0% | -36.2% | -36.0% |
| 3M | -44.3% | -2.7% | -41.5% | -43.6% |
| 6M | -44.4% | -4.1% | -40.3% | -42.9% |
| YTD | +244.9% | -5.4% | +250.3% | +254.5% |
| 1Y | +365.6% | -7.0% | +372.6% | +380.4% |
| All | +1,272.2% | -7.2% | +1,279.4% | +1,210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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