+2,423.9%
MUU vs TXT
-7.2%
+2,431.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.5% | -8.1% |
| 7D | +3.6% | -0.2% | +3.8% | +3.9% |
| 30D | +22.3% | -10.2% | +32.5% | +42.6% |
| 3M | -8.2% | -13.3% | +5.1% | +14.9% |
| 6M | +256.3% | -14.4% | +270.7% | +350.3% |
| YTD | +534.4% | -9.1% | +543.5% | +596.8% |
| 1Y | +2,163.5% | -2.2% | +2,165.6% | +2,094.3% |
| All | +2,423.9% | -7.2% | +2,431.1% | +2,132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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