+501.4%
MTZ vs TYL
+168.7%
+332.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.3% | +11.8% | +10.1% |
| 7D | -6.4% | +6.7% | -13.1% | -8.2% |
| 30D | -22.1% | +26.5% | -48.6% | -27.0% |
| 3M | -32.7% | +37.3% | -70.0% | -38.7% |
| 6M | -59.8% | +31.2% | -91.0% | -63.5% |
| YTD | -19.9% | -7.4% | -12.6% | -19.6% |
| 1Y | -11.5% | -9.6% | -1.9% | -10.5% |
| 3Y | +258.1% | +1.9% | +256.2% | +238.7% |
| 5Y | +85.5% | -21.1% | +106.6% | +88.7% |
| All | +501.4% | +168.7% | +332.7% | +270.7% |
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 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