+504.3%
MUU vs TXG
+406.9%
+97.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +3.4% | -17.4% | -15.8% |
| 7D | -35.9% | -19.3% | -16.6% | -28.3% |
| 30D | -47.1% | -30.9% | -16.2% | -36.9% |
| 3M | -29.8% | +41.1% | -70.9% | -43.7% |
| 6M | +16.0% | +211.9% | -195.9% | -27.7% |
| YTD | +286.1% | +314.0% | -27.9% | +115.3% |
| 1Y | +504.3% | +405.4% | +98.9% | +208.8% |
| All | +504.3% | +406.9% | +97.4% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling