+177.3%
MCD vs TYL
+116.1%
+61.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.8% |
| 7D | -2.8% | -3.7% | +0.9% | -2.2% |
| 30D | -6.0% | +18.7% | -24.8% | -9.0% |
| 3M | -5.6% | +18.1% | -23.7% | -8.7% |
| 6M | -21.9% | -1.1% | -20.7% | -22.2% |
| YTD | -14.7% | -19.8% | +5.1% | -12.0% |
| 1Y | -17.3% | -34.3% | +17.1% | -11.3% |
| 3Y | -2.2% | -8.2% | +6.1% | -3.4% |
| 5Y | +20.3% | -25.4% | +45.7% | +22.0% |
| All | +177.3% | +116.1% | +61.2% | +126.7% |
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 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