+226.9%
MTZ vs TYL
+5.0%
+221.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -5.0% |
| 7D | -10.6% | +15.1% | -25.7% | -9.7% |
| 30D | -30.4% | +30.1% | -60.4% | -29.3% |
| 3M | -40.4% | +40.4% | -80.8% | -39.4% |
| 6M | -63.7% | +31.3% | -95.0% | -62.8% |
| YTD | -26.9% | -5.2% | -21.7% | -19.5% |
| 1Y | -20.2% | -6.6% | -13.6% | -11.9% |
| All | +226.9% | +5.0% | +221.9% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling