+2,620.0%
MUU vs TYL
-38.3%
+2,658.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -4.0% | +15.6% | +8.7% |
| 7D | +17.4% | -3.7% | +21.1% | +14.7% |
| 30D | +24.0% | +18.7% | +5.2% | +41.6% |
| 3M | -23.9% | +18.1% | -42.0% | -7.3% |
| 6M | +284.4% | -1.1% | +285.5% | +368.4% |
| YTD | +583.7% | -19.8% | +603.5% | +800.6% |
| 1Y | +2,981.5% | -34.3% | +3,015.8% | +4,504.1% |
| All | +2,620.0% | -38.3% | +2,658.4% | +4,114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling