+2,523.1%
MULL vs TYL
-40.6%
+2,563.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -4.0% | +15.8% | +8.7% |
| 7D | +17.3% | -3.7% | +21.0% | +14.5% |
| 30D | +23.5% | +18.7% | +4.8% | +42.1% |
| 3M | -24.0% | +18.1% | -42.1% | -6.4% |
| 6M | +276.7% | -1.1% | +277.9% | +363.7% |
| YTD | +565.1% | -19.8% | +584.9% | +788.1% |
| 1Y | +2,802.6% | -34.3% | +2,836.9% | +4,325.2% |
| All | +2,523.1% | -40.6% | +2,563.8% | +4,226.3% |
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 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