+21.6%
MCD vs TYL
-25.2%
+46.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.0% |
| 7D | -2.8% | -3.7% | +0.9% | -2.3% |
| 30D | -6.0% | +18.7% | -24.8% | -8.2% |
| 3M | -5.6% | +18.1% | -23.7% | -7.9% |
| 6M | -21.9% | -1.1% | -20.7% | -22.2% |
| YTD | -14.7% | -19.8% | +5.1% | -12.6% |
| 1Y | -17.3% | -34.3% | +17.1% | -12.6% |
| 3Y | -2.2% | -8.2% | +6.1% | -2.8% |
| All | +21.6% | -25.2% | +46.8% | +20.9% |
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