+3,132.1%
MPC vs TYL
+1,510.4%
+1,621.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.7% | -12.8% | -9.6% |
| 7D | -10.9% | +17.3% | -28.2% | -15.5% |
| 30D | -9.4% | +28.9% | -38.3% | -16.8% |
| 3M | +26.0% | +35.1% | -9.1% | +13.5% |
| 6M | +56.5% | +29.3% | +27.2% | +41.7% |
| YTD | +144.3% | -6.8% | +151.0% | +143.3% |
| 1Y | +117.2% | -9.9% | +127.1% | +118.7% |
| 3Y | +176.3% | +1.7% | +174.6% | +159.6% |
| 5Y | +590.5% | -21.6% | +612.1% | +589.5% |
| 10Y | +1,183.8% | +173.5% | +1,010.3% | +610.2% |
| All | +3,132.1% | +1,510.4% | +1,621.8% | +423.7% |
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