+1,171.8%
MPC vs TYL
+183.6%
+988.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +11.2% | +0.8% | +10.4% | +11.0% |
| 30D | -14.5% | +21.1% | -35.6% | -18.9% |
| 3M | +16.7% | +28.9% | -12.2% | +8.6% |
| 6M | +67.6% | +42.0% | +25.5% | +51.1% |
| YTD | +157.9% | -6.6% | +164.5% | +157.7% |
| 1Y | +116.7% | -9.1% | +125.7% | +118.0% |
| 3Y | +199.8% | +1.8% | +197.9% | +185.2% |
| 5Y | +604.4% | -22.9% | +627.3% | +625.0% |
| All | +1,171.8% | +183.6% | +988.2% | +683.1% |
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