+22.6%
MCD vs TYL
-20.5%
+43.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +8.0% | +15.1% | -7.1% | +5.9% |
| 30D | +19.6% | +30.1% | -10.4% | +15.3% |
| 3M | +2.2% | +40.4% | -38.2% | -2.6% |
| 6M | -1.1% | +31.3% | -32.4% | -5.3% |
| YTD | -7.2% | -5.2% | -2.0% | -7.2% |
| 1Y | -6.7% | -6.6% | -0.1% | -6.5% |
| 3Y | +11.6% | +3.4% | +8.2% | +9.1% |
| 5Y | +22.6% | -19.3% | +41.9% | +21.6% |
| All | +22.6% | -20.5% | +43.2% | +21.6% |
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