+2,423.9%
MUU vs TXG
+344.0%
+2,079.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -8.0% | -8.5% |
| 7D | +3.6% | +5.0% | -1.4% | +0.3% |
| 30D | +22.3% | +13.5% | +8.8% | +12.6% |
| 3M | -8.2% | +128.0% | -136.2% | -44.1% |
| 6M | +256.3% | +224.4% | +31.9% | +74.2% |
| YTD | +534.4% | +307.0% | +227.4% | +159.9% |
| 1Y | +2,163.5% | +427.2% | +1,736.2% | +659.9% |
| All | +2,423.9% | +344.0% | +2,079.9% | +604.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling