+8,709.8%
MDT vs TYL
+14,564.8%
-5,855.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.7% |
| 7D | +5.4% | +6.7% | -1.2% | +4.9% |
| 30D | +19.1% | +26.5% | -7.5% | +16.7% |
| 3M | +19.5% | +37.3% | -17.8% | +16.2% |
| 6M | +33.5% | +31.2% | +2.3% | +30.2% |
| YTD | +8.7% | -7.4% | +16.0% | +8.7% |
| 1Y | +16.8% | -9.6% | +26.3% | +17.0% |
| 3Y | +53.0% | +1.9% | +51.1% | +51.2% |
| 5Y | -2.9% | -21.1% | +18.2% | -2.7% |
| 10Y | +61.4% | +171.8% | -110.4% | +46.6% |
| All | +8,709.8% | +14,564.8% | -5,855.1% | +5,622.9% |
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