+74.8%
MDLZ vs TYL
+116.1%
-41.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.5% |
| 7D | -1.7% | -3.7% | +1.9% | -1.0% |
| 30D | -2.1% | +18.7% | -20.8% | -5.5% |
| 3M | +1.3% | +18.1% | -16.8% | -2.3% |
| 6M | +6.2% | -1.1% | +7.3% | +5.7% |
| YTD | +15.8% | -19.8% | +35.6% | +19.8% |
| 1Y | +4.1% | -34.3% | +38.4% | +12.5% |
| 3Y | -4.1% | -8.2% | +4.1% | -5.7% |
| 5Y | +13.4% | -25.4% | +38.8% | +14.4% |
| All | +74.8% | +116.1% | -41.3% | +34.4% |
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 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