+136.1%
MCHP vs TYL
+183.3%
-47.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -4.3% | -1.6% | -2.7% | -3.5% |
| 30D | -16.3% | +22.1% | -38.4% | -24.5% |
| 3M | -21.4% | +33.4% | -54.7% | -32.9% |
| 6M | -35.8% | +36.8% | -72.6% | -47.8% |
| YTD | -0.9% | -6.7% | +5.8% | -2.4% |
| 1Y | +14.5% | -9.2% | +23.7% | +14.5% |
| 3Y | -13.7% | +1.2% | -14.8% | -21.9% |
| 5Y | -16.9% | -23.0% | +6.1% | -12.2% |
| All | +136.1% | +183.3% | -47.2% | +25.6% |
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 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