-7.0%
MDB vs TYL
-9.8%
+2.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | +11.6% | -1.6% | +13.1% | +12.1% |
| 30D | -8.9% | +22.1% | -31.0% | -17.0% |
| 3M | -22.4% | +33.4% | -55.7% | -32.2% |
| 6M | +10.1% | +36.8% | -26.7% | -5.2% |
| YTD | -19.0% | -6.7% | -12.4% | -19.8% |
| 1Y | -7.0% | -9.2% | +2.2% | -8.9% |
| All | -7.0% | -9.8% | +2.8% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling