+6,096.3%
TYL vs MLM
+2,961.7%
+3,134.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -4.4% |
| 7D | -3.7% | -2.9% | -0.8% | -2.9% |
| 30D | +18.7% | -6.8% | +25.6% | +21.1% |
| 3M | +18.1% | -11.2% | +29.4% | +22.0% |
| 6M | -1.1% | -21.8% | +20.7% | +5.5% |
| YTD | -19.8% | -17.0% | -2.8% | -16.2% |
| 1Y | -34.3% | -16.4% | -18.0% | -31.5% |
| 3Y | -8.2% | +14.5% | -22.7% | -13.8% |
| 5Y | -25.4% | +41.7% | -67.2% | -34.2% |
| 10Y | +115.6% | +200.0% | -84.5% | +43.1% |
| All | +6,096.3% | +2,961.7% | +3,134.5% | +2,409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling