-8.4%
MDB vs TYL
+5.0%
-13.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -8.9% | -8.1% |
| 7D | -20.9% | +15.1% | -36.0% | -26.8% |
| 30D | -15.6% | +30.1% | -45.6% | -27.5% |
| 3M | -19.1% | +40.4% | -59.4% | -33.4% |
| 6M | +14.2% | +31.3% | -17.1% | -3.3% |
| YTD | -27.4% | -5.2% | -22.2% | -26.0% |
| 1Y | -13.0% | -6.6% | -6.4% | -10.9% |
| All | -8.4% | +5.0% | -13.3% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling