+2,683.6%
MUU vs TPR
+161.5%
+2,522.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.8% | +8.1% |
| 7D | +15.0% | -7.3% | +22.3% | +22.0% |
| 30D | +36.8% | -30.7% | +67.5% | +77.8% |
| 3M | -8.5% | -21.6% | +13.1% | +3.4% |
| 6M | +320.7% | -21.3% | +342.1% | +368.9% |
| YTD | +599.7% | -10.2% | +609.9% | +579.7% |
| 1Y | +2,569.2% | +9.5% | +2,559.7% | +2,020.9% |
| All | +2,683.6% | +161.5% | +2,522.1% | +943.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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