-43.2%
MDB vs TYL
-22.8%
-20.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +5.1% |
| 7D | -0.9% | +3.5% | -4.5% | -4.5% |
| 30D | -15.2% | +26.9% | -42.1% | -33.6% |
| 3M | -17.9% | +33.8% | -51.8% | -39.4% |
| 6M | +9.3% | +28.8% | -19.5% | -18.0% |
| YTD | -22.0% | -7.9% | -14.1% | -20.3% |
| 1Y | -9.3% | -9.8% | +0.4% | -6.0% |
| 3Y | -10.4% | +1.2% | -11.6% | -26.9% |
| 5Y | -43.2% | -22.8% | -20.4% | -25.8% |
| All | -43.2% | -22.8% | -20.4% | -25.8% |
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