+130.2%
MP vs TYL
+3.2%
+127.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.7% | -9.8% | -4.8% |
| 7D | -12.5% | +17.3% | -29.8% | -12.0% |
| 30D | -23.3% | +28.9% | -52.2% | -22.7% |
| 3M | -24.4% | +35.1% | -59.4% | -23.7% |
| 6M | -45.8% | +29.3% | -75.1% | -45.1% |
| YTD | -28.9% | -6.8% | -22.1% | -25.7% |
| 1Y | -34.6% | -9.9% | -24.7% | -31.4% |
| All | +130.2% | +3.2% | +127.0% | +107.0% |
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