+444.4%
MTZ vs TYL
+185.3%
+259.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.4% |
| 7D | +12.9% | +0.5% | +12.3% | +12.6% |
| 30D | -8.5% | +25.2% | -33.7% | -14.0% |
| 3M | -30.6% | +31.8% | -62.4% | -36.1% |
| 6M | -55.1% | +36.3% | -91.4% | -59.7% |
| YTD | -13.0% | -6.3% | -6.7% | -12.9% |
| 1Y | -4.3% | -9.5% | +5.2% | -3.0% |
| 3Y | +284.0% | +1.6% | +282.4% | +264.1% |
| 5Y | +97.7% | -21.8% | +119.4% | +102.1% |
| 10Y | +444.4% | +183.3% | +261.1% | +230.5% |
| All | +444.4% | +185.3% | +259.1% | +230.5% |
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