+509.7%
MDLZ vs TYL
+16,777.3%
-16,267.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +6.9% | +15.1% | -8.2% | +4.6% |
| 30D | +12.1% | +30.1% | -18.0% | +7.7% |
| 3M | +7.7% | +40.4% | -32.7% | +2.1% |
| 6M | +10.8% | +31.3% | -20.5% | +5.8% |
| YTD | +27.4% | -5.2% | +32.6% | +26.9% |
| 1Y | +23.5% | -6.6% | +30.1% | +23.3% |
| 3Y | +6.2% | +3.4% | +2.8% | +3.5% |
| 5Y | +22.9% | -19.3% | +42.2% | +22.3% |
| 10Y | +99.6% | +178.1% | -78.5% | +63.8% |
| All | +509.7% | +16,777.3% | -16,267.6% | +268.3% |
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