+1,049.8%
MDB vs TYL
+106.8%
+943.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -0.2% |
| 7D | -17.4% | -3.7% | -13.8% | -14.4% |
| 30D | -2.0% | +18.7% | -20.8% | -16.9% |
| 3M | -3.0% | +18.1% | -21.1% | -20.0% |
| 6M | +48.7% | -1.1% | +49.8% | +46.5% |
| YTD | -12.1% | -19.8% | +7.7% | +3.5% |
| 1Y | +14.5% | -34.3% | +48.8% | +63.0% |
| 3Y | -6.1% | -8.2% | +2.1% | -12.9% |
| 5Y | -27.3% | -25.4% | -1.9% | -8.9% |
| All | +1,049.8% | +106.8% | +943.0% | +501.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling