+2,396.1%
MUU vs TMO
+2.8%
+2,393.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.1% |
| 7D | -8.2% | -0.6% | -7.6% | -7.6% |
| 30D | +10.2% | +1.1% | +9.0% | +8.7% |
| 3M | -26.5% | +28.3% | -54.8% | -44.1% |
| 6M | +227.2% | +23.3% | +204.0% | +149.8% |
| YTD | +527.4% | +5.5% | +522.0% | +496.2% |
| 1Y | +1,843.7% | +24.5% | +1,819.1% | +1,361.8% |
| All | +2,396.1% | +2.8% | +2,393.3% | +1,981.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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