+1,315.7%
MU vs TYL
-25.2%
+1,340.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.0% | +10.1% | +6.6% |
| 7D | +9.0% | -3.7% | +12.7% | +9.4% |
| 30D | +13.8% | +18.7% | -4.9% | +11.0% |
| 3M | +2.1% | +18.1% | -16.1% | -1.5% |
| 6M | +153.8% | -1.1% | +154.9% | +154.9% |
| YTD | +256.4% | -19.8% | +276.2% | +282.8% |
| 1Y | +719.8% | -34.3% | +754.1% | +855.4% |
| 3Y | +1,360.4% | -8.2% | +1,368.6% | +1,283.6% |
| All | +1,315.7% | -25.2% | +1,340.9% | +1,375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 5y: compounded portfolio wealth divided by compounded TYL 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…
5y analysis · Full analysis span regression · 6 months rolling