+1,272.2%
MUU vs TYL
-28.2%
+1,300.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.4% | -5.1% |
| 7D | +24.7% | +0.8% | +23.8% | +25.4% |
| 30D | -35.1% | +21.1% | -56.3% | -22.1% |
| 3M | -44.3% | +28.9% | -73.2% | -28.4% |
| 6M | -44.4% | +42.0% | -86.4% | -19.4% |
| YTD | +244.9% | -6.6% | +251.5% | +435.9% |
| 1Y | +365.6% | -9.1% | +374.7% | +629.9% |
| All | +1,272.2% | -28.2% | +1,300.4% | +2,407.5% |
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