-62.9%
MUZ vs TDY
-3.4%
-59.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.2% | -11.9% |
| 7D | -16.3% | -1.8% | -14.4% | -22.0% |
| 30D | -36.4% | -13.8% | -22.6% | -65.8% |
| 3M | -62.9% | -3.9% | -59.0% | -60.4% |
| All | -62.9% | -3.4% | -59.4% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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 · Available span rolling