+2,538.2%
MUU vs TXT
-6.8%
+2,545.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.9% |
| 7D | +13.9% | -0.2% | +14.1% | +14.1% |
| 30D | +24.8% | -11.1% | +35.9% | +47.3% |
| 3M | -15.7% | -13.0% | -2.8% | +4.9% |
| 6M | +338.9% | -16.2% | +355.1% | +470.2% |
| YTD | +563.2% | -8.7% | +571.9% | +622.7% |
| 1Y | +2,577.5% | -3.8% | +2,581.3% | +2,564.9% |
| All | +2,538.2% | -6.8% | +2,545.1% | +2,215.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling