+1,000.7%
MUU vs TYL
-28.8%
+1,029.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.3% | +11.5% | +7.3% |
| 7D | -42.8% | +6.7% | -49.4% | -38.6% |
| 30D | -63.6% | +26.5% | -90.2% | -54.7% |
| 3M | -48.5% | +37.3% | -85.8% | -31.0% |
| 6M | -36.9% | +31.2% | -68.1% | -10.0% |
| YTD | +176.7% | -7.4% | +184.0% | +327.2% |
| 1Y | +266.3% | -9.6% | +275.8% | +469.0% |
| All | +1,000.7% | -28.8% | +1,029.4% | +1,898.9% |
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