+26.0%
MXL vs TYL
-28.2%
+54.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.5% | +10.4% | +7.8% |
| 7D | +15.5% | -7.6% | +23.1% | +18.9% |
| 30D | -11.3% | +11.3% | -22.6% | -16.5% |
| 3M | -16.1% | +14.5% | -30.6% | -25.9% |
| 6M | +323.0% | -7.1% | +330.2% | +320.9% |
| YTD | +281.5% | -23.4% | +304.9% | +321.8% |
| 1Y | +319.3% | -38.6% | +357.9% | +441.7% |
| 3Y | +189.4% | -11.3% | +200.7% | +152.7% |
| 5Y | +26.0% | -28.0% | +54.0% | +42.5% |
| All | +26.0% | -28.2% | +54.2% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling