-11.5%
MTZ vs TYL
-9.6%
-1.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.3% | +11.8% | +8.6% |
| 7D | -6.4% | +6.7% | -13.1% | -3.7% |
| 30D | -22.1% | +26.5% | -48.6% | -14.4% |
| 3M | -32.7% | +37.3% | -70.0% | -23.5% |
| 6M | -59.8% | +31.2% | -91.0% | -54.0% |
| YTD | -19.9% | -7.4% | -12.6% | -15.7% |
| 1Y | -11.5% | -9.6% | -1.9% | -7.5% |
| All | -11.5% | -9.6% | -1.9% | -7.5% |
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 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