+2,396.1%
MUU vs TW
-23.3%
+2,419.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.7% |
| 7D | -8.2% | -4.5% | -3.8% | -10.9% |
| 30D | +10.2% | -2.3% | +12.4% | +8.5% |
| 3M | -26.5% | +2.6% | -29.1% | -23.6% |
| 6M | +227.2% | -17.5% | +244.8% | +255.6% |
| YTD | +527.4% | -5.3% | +532.7% | +539.4% |
| 1Y | +1,843.7% | -14.8% | +1,858.4% | +1,998.5% |
| All | +2,396.1% | -23.3% | +2,419.4% | +2,973.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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