+2,396.1%
MUU vs TXG
+358.8%
+2,037.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -3.2% |
| 7D | -8.2% | +9.5% | -17.7% | -13.4% |
| 30D | +10.2% | +18.8% | -8.6% | -1.4% |
| 3M | -26.5% | +136.1% | -162.6% | -56.2% |
| 6M | +227.2% | +235.2% | -8.0% | +56.6% |
| YTD | +527.4% | +320.5% | +206.9% | +151.7% |
| 1Y | +1,843.7% | +425.2% | +1,418.5% | +553.5% |
| All | +2,396.1% | +358.8% | +2,037.3% | +582.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling