+398.0%
MTZ vs TYL
+183.6%
+214.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +5.0% | +0.8% | +4.2% | +4.8% |
| 30D | -6.0% | +21.1% | -27.1% | -10.9% |
| 3M | -36.1% | +28.9% | -65.0% | -40.8% |
| 6M | -56.9% | +42.0% | -98.9% | -61.8% |
| YTD | -15.9% | -6.6% | -9.3% | -15.7% |
| 1Y | -3.8% | -9.1% | +5.2% | -2.8% |
| 3Y | +272.3% | +1.8% | +270.4% | +252.2% |
| 5Y | +91.1% | -22.9% | +114.0% | +96.5% |
| All | +398.0% | +183.6% | +214.4% | +198.0% |
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