+167.0%
MPC vs TYL
+5.0%
+162.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.1% |
| 7D | -12.8% | +15.1% | -27.9% | -14.4% |
| 30D | -12.7% | +30.1% | -42.8% | -15.9% |
| 3M | +27.1% | +40.4% | -13.3% | +20.9% |
| 6M | +45.8% | +31.3% | +14.5% | +39.4% |
| YTD | +134.7% | -5.2% | +139.9% | +133.9% |
| 1Y | +106.0% | -6.6% | +112.7% | +105.8% |
| All | +167.0% | +5.0% | +162.1% | +154.8% |
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