+175.2%
TYL vs MLM
+190.7%
-15.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +3.3% |
| 7D | +15.1% | -1.2% | +16.3% | +15.5% |
| 30D | +30.1% | +7.9% | +22.1% | +27.0% |
| 3M | +40.4% | -4.5% | +44.8% | +42.0% |
| 6M | +31.3% | -12.6% | +43.9% | +35.9% |
| YTD | -5.2% | -14.9% | +9.7% | -1.7% |
| 1Y | -6.6% | -13.1% | +6.5% | -3.8% |
| 3Y | +3.4% | +21.2% | -17.8% | -5.0% |
| 5Y | -19.3% | +32.0% | -51.3% | -28.7% |
| All | +175.2% | +190.7% | -15.6% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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