-16.2%
MCHP vs TYL
+2.6%
-18.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -2.3% | -7.7% | -9.9% |
| 7D | -24.6% | +6.7% | -31.2% | -24.9% |
| 30D | -25.2% | +26.5% | -51.8% | -26.9% |
| 3M | -21.1% | +37.3% | -58.3% | -23.8% |
| 6M | -42.7% | +31.2% | -73.8% | -44.5% |
| YTD | -6.9% | -7.4% | +0.5% | +2.8% |
| 1Y | +0.9% | -9.6% | +10.4% | +12.5% |
| 3Y | -16.2% | +1.9% | -18.1% | -11.3% |
| All | -16.2% | +2.6% | -18.8% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling