+2,396.1%
MUU vs TYL
-43.0%
+2,439.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -0.8% |
| 7D | -8.2% | -7.5% | -0.7% | -13.4% |
| 30D | +10.2% | +6.0% | +4.2% | +15.7% |
| 3M | -26.5% | +13.9% | -40.4% | -14.8% |
| 6M | +227.2% | -3.3% | +230.6% | +276.1% |
| YTD | +527.4% | -25.8% | +553.3% | +680.1% |
| 1Y | +1,843.7% | -39.2% | +1,882.9% | +2,643.2% |
| All | +2,396.1% | -43.0% | +2,439.1% | +3,550.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling