+303.5%
MXL vs TYL
-34.2%
+337.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.0% | +9.6% | +4.3% |
| 7D | +1.6% | -3.7% | +5.3% | +0.6% |
| 30D | -7.0% | +18.7% | -25.7% | -2.0% |
| 3M | -33.4% | +18.1% | -51.5% | -29.0% |
| 6M | +260.2% | -1.1% | +261.3% | +299.6% |
| YTD | +260.0% | -19.8% | +279.8% | +306.2% |
| 1Y | +303.5% | -34.3% | +337.8% | +386.5% |
| All | +303.5% | -34.2% | +337.7% | +386.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling