+1,348.1%
MUU vs TMF
-40.8%
+1,388.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.8% |
| 7D | +43.7% | -8.2% | +51.8% | +45.1% |
| 30D | -37.2% | +5.3% | -42.6% | -38.4% |
| 3M | -36.1% | -8.5% | -27.6% | -35.4% |
| 6M | -35.7% | -17.2% | -18.5% | -33.4% |
| YTD | +264.0% | -23.4% | +287.4% | +277.8% |
| 1Y | +359.1% | -30.2% | +389.3% | +379.2% |
| All | +1,348.1% | -40.8% | +1,388.9% | +1,316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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