+69.4%
MTZ vs TYL
-20.5%
+89.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -5.4% |
| 7D | -10.6% | +15.1% | -25.7% | -12.6% |
| 30D | -30.4% | +30.1% | -60.4% | -33.4% |
| 3M | -40.4% | +40.4% | -80.8% | -44.0% |
| 6M | -63.7% | +31.3% | -95.0% | -65.7% |
| YTD | -26.9% | -5.2% | -21.7% | -24.5% |
| 1Y | -20.2% | -6.6% | -13.6% | -17.3% |
| 3Y | +208.1% | +3.4% | +204.8% | +200.0% |
| 5Y | +69.4% | -19.3% | +88.6% | +76.7% |
| All | +69.4% | -20.5% | +89.9% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling