+7,134.6%
MCK vs TYL
+10,686.1%
-3,551.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.1% |
| 7D | +1.7% | -3.7% | +5.4% | +2.0% |
| 30D | +3.6% | +18.7% | -15.1% | +2.2% |
| 3M | +20.1% | +18.1% | +1.9% | +18.5% |
| 6M | -7.0% | -1.1% | -5.9% | -7.2% |
| YTD | +11.0% | -19.8% | +30.8% | +12.3% |
| 1Y | +31.8% | -34.3% | +66.2% | +35.3% |
| 3Y | +123.1% | -8.2% | +131.4% | +122.6% |
| 5Y | +351.7% | -25.4% | +377.1% | +353.6% |
| 10Y | +435.4% | +115.6% | +319.8% | +397.7% |
| All | +7,134.6% | +10,686.1% | -3,551.5% | +5,254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling