-7.2%
MTZ vs TYL
-9.8%
+2.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.3% |
| 7D | +16.5% | -1.6% | +18.0% | +15.8% |
| 30D | -10.2% | +22.1% | -32.3% | -2.7% |
| 3M | -34.2% | +33.4% | -67.5% | -25.9% |
| 6M | -56.0% | +36.8% | -92.8% | -49.1% |
| YTD | -14.8% | -6.7% | -8.2% | -9.7% |
| 1Y | -7.2% | -9.2% | +2.0% | -2.4% |
| All | -7.2% | -9.8% | +2.5% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling