+7.1%
MDLZ vs TYL
+5.0%
+2.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +6.9% | +15.1% | -8.2% | +5.0% |
| 30D | +12.1% | +30.1% | -18.0% | +8.7% |
| 3M | +7.7% | +40.4% | -32.7% | +3.4% |
| 6M | +10.8% | +31.3% | -20.5% | +6.8% |
| YTD | +27.4% | -5.2% | +32.6% | +27.7% |
| 1Y | +23.5% | -6.6% | +30.1% | +24.1% |
| All | +7.1% | +5.0% | +2.1% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling