+18.1%
MCHP vs TYL
-34.2%
+52.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.5% | +0.7% |
| 7D | +1.7% | -3.7% | +5.4% | +1.0% |
| 30D | -4.1% | +18.7% | -22.8% | -0.8% |
| 3M | -22.5% | +18.1% | -40.7% | -19.0% |
| 6M | +7.3% | -1.1% | +8.4% | +12.9% |
| YTD | +18.4% | -19.8% | +38.2% | +30.5% |
| 1Y | +18.1% | -34.3% | +52.5% | +35.1% |
| All | +18.1% | -34.2% | +52.3% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling