+29.6%
MDT vs TYL
-8.1%
+37.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.2% | +1.6% |
| 7D | +3.2% | -3.7% | +6.9% | +3.7% |
| 30D | +9.5% | +18.7% | -9.2% | +7.2% |
| 3M | +16.0% | +18.1% | -2.2% | +13.5% |
| 6M | +0.2% | -1.1% | +1.3% | -0.6% |
| YTD | -0.3% | -19.8% | +19.5% | +1.9% |
| 1Y | +4.7% | -34.3% | +39.0% | +9.9% |
| All | +29.6% | -8.1% | +37.7% | +28.9% |
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 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