-17.3%
MXL vs TYL
-22.8%
+5.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.6% | +14.3% | +13.8% |
| 7D | -8.8% | +3.5% | -12.4% | -10.2% |
| 30D | -41.9% | +26.9% | -68.8% | -47.1% |
| 3M | -25.4% | +33.8% | -59.3% | -35.4% |
| 6M | -44.0% | +28.8% | -72.8% | -53.1% |
| YTD | +220.8% | -7.9% | +228.6% | +226.1% |
| 1Y | +278.8% | -9.8% | +288.6% | +289.2% |
| 3Y | +249.4% | +1.2% | +248.3% | +196.3% |
| 5Y | -17.3% | -22.8% | +5.5% | -6.2% |
| All | -17.3% | -22.8% | +5.5% | -6.2% |
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 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