-10.8%
MDLN vs TYL
-19.2%
+8.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.7% |
| 7D | +3.7% | -3.7% | +7.4% | +4.4% |
| 30D | -0.2% | +18.7% | -18.9% | -3.5% |
| 3M | +6.2% | +18.1% | -11.9% | +2.5% |
| 6M | -14.7% | -1.1% | -13.5% | -16.4% |
| YTD | -12.9% | -19.8% | +6.9% | -10.2% |
| All | -10.8% | -19.2% | +8.5% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling