+875.5%
MDB vs TYL
+138.9%
+736.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +4.8% |
| 7D | -11.4% | +6.7% | -18.0% | -17.1% |
| 30D | -13.8% | +26.5% | -40.4% | -32.9% |
| 3M | -15.5% | +37.3% | -52.7% | -39.5% |
| 6M | +17.9% | +31.2% | -13.2% | -13.7% |
| YTD | -25.5% | -7.4% | -18.1% | -25.8% |
| 1Y | -12.1% | -9.6% | -2.5% | -10.9% |
| 3Y | -5.9% | +1.9% | -7.8% | -21.7% |
| 5Y | -43.7% | -21.1% | -22.6% | -34.9% |
| All | +875.5% | +138.9% | +736.6% | +331.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling