+2,683.6%
MUU vs TXG
+350.1%
+2,333.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +3.9% |
| 7D | +15.0% | +9.1% | +5.9% | +8.7% |
| 30D | +36.8% | +14.9% | +21.9% | +24.9% |
| 3M | -8.5% | +120.0% | -128.5% | -43.1% |
| 6M | +320.7% | +221.8% | +98.9% | +106.3% |
| YTD | +599.7% | +312.6% | +287.1% | +184.0% |
| 1Y | +2,569.2% | +398.4% | +2,170.7% | +825.9% |
| All | +2,683.6% | +350.1% | +2,333.5% | +670.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling