+7,983.2%
MDT vs TYL
+12,593.6%
-4,610.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.2% | +1.5% |
| 7D | +3.2% | -3.7% | +6.9% | +3.5% |
| 30D | +9.5% | +18.7% | -9.2% | +7.9% |
| 3M | +16.0% | +18.1% | -2.2% | +14.3% |
| 6M | +0.2% | -1.1% | +1.3% | 0.0% |
| YTD | -0.3% | -19.8% | +19.5% | +1.0% |
| 1Y | +4.7% | -34.3% | +39.0% | +7.8% |
| 3Y | +26.5% | -8.2% | +34.8% | +26.1% |
| 5Y | -18.2% | -25.4% | +7.2% | -17.6% |
| 10Y | +40.0% | +115.6% | -75.6% | +29.6% |
| All | +7,983.2% | +12,593.6% | -4,610.5% | +5,217.5% |
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