+92.2%
MDLZ vs TYL
+174.6%
-82.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +0.1% | +3.5% | -3.4% | -0.6% |
| 30D | +10.0% | +26.9% | -16.9% | +4.9% |
| 3M | +7.1% | +33.8% | -26.8% | +0.7% |
| 6M | +9.8% | +28.8% | -19.0% | +3.7% |
| YTD | +26.6% | -7.9% | +34.5% | +27.2% |
| 1Y | +20.3% | -9.8% | +30.1% | +21.4% |
| 3Y | +5.4% | +1.2% | +4.2% | +1.8% |
| 5Y | +22.2% | -22.8% | +45.0% | +23.6% |
| 10Y | +92.2% | +168.8% | -76.6% | +39.5% |
| All | +92.2% | +174.6% | -82.4% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling