+61.3%
MDT vs TYL
+185.3%
-124.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | +10.5% | +25.2% | -14.6% | +4.5% |
| 3M | +13.0% | +31.8% | -18.8% | +5.3% |
| 6M | +38.7% | +36.3% | +2.4% | +27.7% |
| YTD | +8.5% | -6.3% | +14.7% | +8.6% |
| 1Y | +10.0% | -9.5% | +19.5% | +11.1% |
| 3Y | +58.6% | +1.6% | +57.0% | +51.7% |
| 5Y | -0.3% | -21.8% | +21.5% | +0.8% |
| 10Y | +61.3% | +183.3% | -122.0% | +8.0% |
| All | +61.3% | +185.3% | -124.0% | +8.0% |
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