+534.5%
MPC vs TYL
-21.3%
+555.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | -16.2% | +6.7% | -22.8% | -17.0% |
| 30D | -15.7% | +26.5% | -42.3% | -18.6% |
| 3M | +24.9% | +37.3% | -12.4% | +19.1% |
| 6M | +52.7% | +31.2% | +21.5% | +45.9% |
| YTD | +131.9% | -7.4% | +139.2% | +131.5% |
| 1Y | +96.6% | -9.6% | +106.2% | +97.0% |
| 3Y | +163.8% | +1.9% | +161.9% | +158.4% |
| All | +534.5% | -21.3% | +555.8% | +538.3% |
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 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