+2,444.0%
MULL vs TYL
-43.3%
+2,487.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.4% | -6.4% |
| 7D | +14.0% | -7.6% | +21.6% | +7.6% |
| 30D | +24.8% | +11.3% | +13.5% | +36.7% |
| 3M | -16.1% | +14.5% | -30.6% | -0.1% |
| 6M | +330.9% | -7.1% | +338.0% | +412.4% |
| YTD | +545.0% | -23.4% | +568.4% | +731.5% |
| 1Y | +2,427.1% | -38.6% | +2,465.7% | +3,700.0% |
| All | +2,444.0% | -43.3% | +2,487.3% | +3,950.6% |
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