-45.2%
MDB vs TYL
-21.3%
-23.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +4.7% |
| 7D | -11.4% | +6.7% | -18.0% | -16.9% |
| 30D | -13.8% | +26.5% | -40.4% | -32.4% |
| 3M | -15.5% | +37.3% | -52.7% | -38.9% |
| 6M | +17.9% | +31.2% | -13.2% | -12.9% |
| YTD | -25.5% | -7.4% | -18.1% | -24.2% |
| 1Y | -12.1% | -9.6% | -2.5% | -9.0% |
| 3Y | -5.9% | +1.9% | -7.8% | -23.7% |
| All | -45.2% | -21.3% | -23.9% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling