-0.2%
MDLN vs TYL
-6.4%
+6.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +20.0% | +4.3% | +15.7% | +19.0% |
| 30D | +12.8% | +28.0% | -15.1% | +7.7% |
| 3M | +21.0% | +32.3% | -11.3% | +14.6% |
| 6M | +3.5% | +29.9% | -26.4% | -2.2% |
| YTD | -2.6% | -7.1% | +4.5% | -2.3% |
| All | -0.2% | -6.4% | +6.2% | -0.2% |
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