+1,082.9%
MULL vs TYL
-31.8%
+1,114.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -0.6% | +12.9% | +11.8% |
| 7D | -27.1% | +3.5% | -30.6% | -23.7% |
| 30D | -54.2% | +26.9% | -81.1% | -42.4% |
| 3M | -42.0% | +33.8% | -75.8% | -22.7% |
| 6M | -43.5% | +28.8% | -72.3% | -18.4% |
| YTD | +199.9% | -7.9% | +207.8% | +370.4% |
| 1Y | +292.8% | -9.8% | +302.6% | +518.4% |
| All | +1,082.9% | -31.8% | +1,114.8% | +2,191.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling