+454.2%
MDLZ vs TYL
+14,175.7%
-13,721.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.3% |
| 7D | -1.7% | -3.7% | +1.9% | -1.2% |
| 30D | -2.1% | +18.7% | -20.8% | -4.7% |
| 3M | +1.3% | +18.1% | -16.8% | -1.4% |
| 6M | +6.2% | -1.1% | +7.3% | +5.8% |
| YTD | +15.8% | -19.8% | +35.6% | +18.5% |
| 1Y | +4.1% | -34.3% | +38.4% | +9.7% |
| 3Y | -4.1% | -8.2% | +4.1% | -4.9% |
| 5Y | +13.4% | -25.4% | +38.8% | +14.2% |
| 10Y | +75.7% | +115.6% | -39.8% | +49.8% |
| All | +454.2% | +14,175.7% | -13,721.4% | +243.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling