+259.1%
MP vs TYL
+26.9%
+232.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.7% | -9.8% | -6.8% |
| 7D | -12.5% | +17.3% | -29.8% | -18.0% |
| 30D | -23.3% | +28.9% | -52.2% | -31.1% |
| 3M | -24.4% | +35.1% | -59.4% | -33.9% |
| 6M | -45.8% | +29.3% | -75.1% | -52.8% |
| YTD | -28.9% | -6.8% | -22.1% | -28.3% |
| 1Y | -34.6% | -9.9% | -24.7% | -33.0% |
| 3Y | +118.7% | +1.7% | +117.0% | +89.7% |
| 5Y | -3.1% | -21.6% | +18.5% | -2.9% |
| All | +259.1% | +26.9% | +232.2% | +212.3% |
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