+267.1%
MTZ vs TYL
+1.8%
+265.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.2% | -4.3% |
| 7D | -8.7% | +4.3% | -13.0% | -8.3% |
| 30D | -15.0% | +28.0% | -42.9% | -13.6% |
| 3M | -32.6% | +32.3% | -64.9% | -31.5% |
| 6M | -56.3% | +29.9% | -86.3% | -55.4% |
| YTD | -16.8% | -7.1% | -9.7% | -8.6% |
| 1Y | -10.0% | -9.2% | -0.8% | -0.6% |
| 3Y | +267.1% | +0.7% | +266.4% | +288.5% |
| All | +267.1% | +1.8% | +265.3% | +288.5% |
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 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