-21.0%
MDLN vs TYL
-25.5%
+4.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.5% |
| 7D | -11.5% | -11.5% | +0.1% | -9.4% |
| 30D | -7.6% | +3.9% | -11.4% | -8.2% |
| 3M | -11.4% | +10.8% | -22.1% | -13.2% |
| 6M | -24.5% | -5.3% | -19.2% | -25.0% |
| YTD | -22.9% | -26.1% | +3.2% | -19.2% |
| All | -21.0% | -25.5% | +4.5% | -17.4% |
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