+286.5%
MXL vs TYL
+102.8%
+183.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.0% | +8.3% |
| 7D | +19.0% | -8.6% | +27.6% | +24.2% |
| 30D | +4.5% | +7.5% | -3.1% | -1.2% |
| 3M | -1.5% | +10.9% | -12.4% | -13.5% |
| 6M | +348.6% | -6.7% | +355.3% | +335.2% |
| YTD | +310.3% | -24.5% | +334.8% | +347.0% |
| 1Y | +344.7% | -38.6% | +383.3% | +459.0% |
| 3Y | +211.2% | -12.6% | +223.8% | +176.7% |
| 5Y | +34.8% | -28.2% | +63.1% | +41.3% |
| 10Y | +286.5% | +104.0% | +182.5% | +147.2% |
| All | +286.5% | +102.8% | +183.8% | +147.2% |
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