+2,620.0%
MUU vs TMF
-35.0%
+2,655.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.4% | +11.2% | +11.5% |
| 7D | +17.4% | -1.4% | +18.8% | +17.7% |
| 30D | +24.0% | -2.8% | +26.8% | +24.6% |
| 3M | -23.9% | -10.9% | -13.0% | -21.9% |
| 6M | +284.4% | -21.3% | +305.7% | +295.7% |
| YTD | +583.7% | -15.9% | +599.6% | +599.7% |
| 1Y | +2,981.5% | -15.7% | +2,997.2% | +3,023.3% |
| All | +2,620.0% | -35.0% | +2,655.0% | +2,523.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling