+2,538.2%
MUU vs TMF
-35.0%
+2,573.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +13.9% | +1.0% | +12.9% | +13.7% |
| 30D | +24.8% | -1.8% | +26.6% | +25.2% |
| 3M | -15.7% | -8.2% | -7.5% | -14.0% |
| 6M | +338.9% | -19.5% | +358.4% | +351.6% |
| YTD | +563.2% | -16.0% | +579.1% | +578.8% |
| 1Y | +2,577.5% | -22.5% | +2,600.0% | +2,645.0% |
| All | +2,538.2% | -35.0% | +2,573.3% | +2,445.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling