+339.0%
MCK vs TYL
-29.1%
+368.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.9% | -7.5% | +4.6% | -2.2% |
| 30D | +0.4% | +6.0% | -5.6% | -0.2% |
| 3M | +12.1% | +13.9% | -1.8% | +10.6% |
| 6M | -5.4% | -3.3% | -2.1% | -5.6% |
| YTD | +7.8% | -25.8% | +33.6% | +9.5% |
| 1Y | +22.9% | -39.2% | +62.2% | +26.8% |
| 3Y | +110.7% | -13.2% | +123.9% | +112.7% |
| All | +339.0% | -29.1% | +368.1% | +349.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling