+168.9%
TYL vs MLM
+185.4%
-16.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.7% |
| 7D | +6.7% | -4.1% | +10.8% | +8.0% |
| 30D | +26.5% | +8.2% | +18.4% | +23.5% |
| 3M | +37.3% | -3.6% | +40.9% | +38.5% |
| 6M | +31.2% | -15.6% | +46.7% | +37.2% |
| YTD | -7.4% | -16.4% | +9.1% | -3.4% |
| 1Y | -9.6% | -14.3% | +4.8% | -6.4% |
| 3Y | +1.9% | +19.3% | -17.4% | -5.9% |
| 5Y | -21.1% | +29.6% | -50.7% | -30.0% |
| All | +168.9% | +185.4% | -16.5% | +101.3% |
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