+211.3%
MCD vs TYL
+174.6%
+36.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.9% |
| 7D | +5.9% | +3.5% | +2.4% | +5.3% |
| 30D | +19.6% | +26.9% | -7.2% | +14.5% |
| 3M | +3.3% | +33.8% | -30.6% | -2.3% |
| 6M | +3.5% | +28.8% | -25.4% | -1.8% |
| YTD | -6.1% | -7.9% | +1.8% | -5.7% |
| 1Y | -3.7% | -9.8% | +6.1% | -2.9% |
| 3Y | +13.4% | +1.2% | +12.2% | +10.1% |
| 5Y | +25.2% | -22.8% | +48.0% | +27.1% |
| 10Y | +211.3% | +168.8% | +42.4% | +144.5% |
| All | +211.3% | +174.6% | +36.7% | +144.5% |
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 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