+6,511.4%
MCD vs TYL
+14,906.9%
-8,395.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +8.0% | +15.1% | -7.1% | +7.1% |
| 30D | +19.6% | +30.1% | -10.4% | +17.6% |
| 3M | +2.2% | +40.4% | -38.2% | 0.0% |
| 6M | -1.1% | +31.3% | -32.4% | -3.0% |
| YTD | -7.2% | -5.2% | -2.0% | -7.4% |
| 1Y | -6.7% | -6.6% | -0.1% | -6.8% |
| 3Y | +11.6% | +3.4% | +8.2% | +10.5% |
| 5Y | +22.6% | -19.3% | +41.9% | +22.5% |
| 10Y | +218.4% | +178.1% | +40.3% | +195.6% |
| All | +6,511.4% | +14,906.9% | -8,395.5% | +4,676.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling