+427.0%
MCK vs TYL
+101.5%
+325.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.9% | -7.5% | +4.6% | -1.5% |
| 30D | +0.4% | +6.0% | -5.6% | -0.8% |
| 3M | +12.1% | +13.9% | -1.8% | +9.1% |
| 6M | -5.4% | -3.3% | -2.1% | -5.5% |
| YTD | +7.8% | -25.8% | +33.6% | +12.6% |
| 1Y | +22.9% | -39.2% | +62.2% | +33.3% |
| 3Y | +110.7% | -13.2% | +123.9% | +109.8% |
| 5Y | +346.2% | -28.6% | +374.8% | +357.4% |
| All | +427.0% | +101.5% | +325.6% | +308.3% |
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 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