+445.3%
MP vs TYL
+9.1%
+436.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +3.0% |
| 7D | -2.9% | -3.7% | +0.8% | -1.4% |
| 30D | +13.8% | +18.7% | -4.9% | +5.6% |
| 3M | -16.7% | +18.1% | -34.8% | -24.1% |
| 6M | -11.5% | -1.1% | -10.4% | -13.4% |
| YTD | +7.9% | -19.8% | +27.7% | +16.6% |
| 1Y | -15.0% | -34.3% | +19.3% | +1.9% |
| 3Y | +153.5% | -8.2% | +161.7% | +126.1% |
| 5Y | +58.7% | -25.4% | +84.1% | +62.0% |
| All | +445.3% | +9.1% | +436.2% | +407.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling