+1,120.0%
MPC vs TYL
+116.1%
+1,003.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.4% |
| 7D | +5.4% | -3.7% | +9.1% | +6.4% |
| 30D | +31.0% | +18.7% | +12.2% | +25.0% |
| 3M | +46.0% | +18.1% | +27.9% | +38.8% |
| 6M | +77.3% | -1.1% | +78.4% | +76.1% |
| YTD | +141.9% | -19.8% | +161.7% | +152.8% |
| 1Y | +120.9% | -34.3% | +155.2% | +143.9% |
| 3Y | +182.7% | -8.2% | +190.9% | +175.8% |
| 5Y | +646.4% | -25.4% | +671.9% | +659.1% |
| All | +1,120.0% | +116.1% | +1,003.9% | +724.5% |
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