-6.9%
TYL vs MKC
-30.0%
+23.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.8% |
| 7D | -3.7% | -5.9% | +2.2% | -2.6% |
| 30D | +18.7% | -0.9% | +19.6% | +19.0% |
| 3M | +18.1% | +12.7% | +5.4% | +16.1% |
| 6M | -1.1% | -19.3% | +18.2% | +1.6% |
| YTD | -19.8% | -22.2% | +2.3% | -17.4% |
| 1Y | -34.3% | -23.3% | -11.0% | -32.2% |
| All | -6.9% | -30.0% | +23.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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