+4.3%
TYL vs MLM
+20.9%
-16.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +3.1% |
| 7D | +15.1% | -1.2% | +16.3% | +15.4% |
| 30D | +30.1% | +7.9% | +22.1% | +27.2% |
| 3M | +40.4% | -4.5% | +44.8% | +41.8% |
| 6M | +31.3% | -12.6% | +43.9% | +35.6% |
| YTD | -5.2% | -14.9% | +9.7% | -1.9% |
| 1Y | -6.6% | -13.1% | +6.5% | -4.1% |
| All | +4.3% | +20.9% | -16.7% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling