+953.2%
MULL vs TYL
-31.4%
+984.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.3% | +11.4% | +7.1% |
| 7D | -42.7% | +6.7% | -49.4% | -38.4% |
| 30D | -63.8% | +26.5% | -90.3% | -54.4% |
| 3M | -49.0% | +37.3% | -86.3% | -30.8% |
| 6M | -38.2% | +31.2% | -69.3% | -10.2% |
| YTD | +167.0% | -7.4% | +174.4% | +320.6% |
| 1Y | +247.7% | -9.6% | +257.3% | +451.2% |
| All | +953.2% | -31.4% | +984.6% | +1,949.1% |
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