+2,538.2%
MUU vs TYL
-41.1%
+2,579.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.4% | -6.2% |
| 7D | +13.9% | -7.6% | +21.5% | +7.8% |
| 30D | +24.8% | +11.3% | +13.5% | +36.1% |
| 3M | -15.7% | +14.5% | -30.2% | -0.6% |
| 6M | +338.9% | -7.1% | +346.0% | +417.6% |
| YTD | +563.2% | -23.4% | +586.5% | +744.7% |
| 1Y | +2,577.5% | -38.6% | +2,616.1% | +3,847.8% |
| All | +2,538.2% | -41.1% | +2,579.3% | +3,852.4% |
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