+211.7%
MCD vs TYL
+168.7%
+43.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.1% |
| 7D | +7.1% | +6.7% | +0.5% | +5.9% |
| 30D | +19.8% | +26.5% | -6.8% | +14.7% |
| 3M | +0.8% | +37.3% | -36.5% | -5.1% |
| 6M | -1.3% | +31.2% | -32.5% | -6.7% |
| YTD | -7.8% | -7.4% | -0.4% | -7.5% |
| 1Y | -5.0% | -9.6% | +4.6% | -4.2% |
| 3Y | +10.5% | +1.9% | +8.7% | +7.2% |
| 5Y | +22.0% | -21.1% | +43.1% | +23.2% |
| All | +211.7% | +168.7% | +43.0% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling