-7.8%
MP vs TYL
-20.5%
+12.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.6% |
| 7D | -19.0% | +15.1% | -34.1% | -23.3% |
| 30D | -30.5% | +30.1% | -60.5% | -37.4% |
| 3M | -29.6% | +40.4% | -70.0% | -38.9% |
| 6M | -50.4% | +31.3% | -81.7% | -56.8% |
| YTD | -33.2% | -5.2% | -28.0% | -32.3% |
| 1Y | -38.6% | -6.6% | -32.0% | -37.4% |
| 3Y | +105.5% | +3.4% | +102.1% | +74.5% |
| 5Y | -7.8% | -19.3% | +11.4% | +3.4% |
| All | -7.8% | -20.5% | +12.7% | +3.4% |
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