+847.8%
MU vs TYL
-21.3%
+869.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +5.3% |
| 7D | -22.0% | +6.7% | -28.7% | -22.5% |
| 30D | -36.6% | +26.5% | -63.1% | -38.2% |
| 3M | -21.7% | +37.3% | -59.0% | -24.8% |
| 6M | +3.5% | +31.2% | -27.6% | -1.3% |
| YTD | +141.9% | -7.4% | +149.3% | +156.1% |
| 1Y | +189.8% | -9.6% | +199.4% | +209.1% |
| 3Y | +855.4% | +1.9% | +853.5% | +813.4% |
| All | +847.8% | -21.3% | +869.2% | +926.8% |
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