+3,005.7%
MPC vs TYL
+1,537.6%
+1,468.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.4% |
| 7D | -12.8% | +15.1% | -27.9% | -16.8% |
| 30D | -12.7% | +30.1% | -42.8% | -20.1% |
| 3M | +27.1% | +40.4% | -13.3% | +13.0% |
| 6M | +45.8% | +31.3% | +14.5% | +31.3% |
| YTD | +134.7% | -5.2% | +139.9% | +132.5% |
| 1Y | +106.0% | -6.6% | +112.7% | +104.9% |
| 3Y | +165.5% | +3.4% | +162.1% | +148.0% |
| 5Y | +540.9% | -19.3% | +560.2% | +533.1% |
| 10Y | +1,133.6% | +178.1% | +955.5% | +578.7% |
| All | +3,005.7% | +1,537.6% | +1,468.1% | +400.4% |
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