+1,272.2%
MUU vs TMF
-41.6%
+1,313.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.9% | -5.1% |
| 7D | +24.7% | -9.3% | +33.9% | +26.1% |
| 30D | -35.1% | +1.9% | -37.1% | -36.0% |
| 3M | -44.3% | -11.2% | -33.0% | -43.3% |
| 6M | -44.4% | -17.7% | -26.7% | -42.3% |
| YTD | +244.9% | -24.5% | +269.4% | +258.6% |
| 1Y | +365.6% | -29.4% | +395.0% | +386.1% |
| All | +1,272.2% | -41.6% | +1,313.8% | +1,244.6% |
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