+1.9%
TYL vs MKC
-18.6%
+20.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.5% |
| 7D | +6.7% | +2.3% | +4.3% | +6.1% |
| 30D | +26.5% | +8.1% | +18.4% | +24.7% |
| 3M | +37.3% | -6.4% | +43.7% | +39.0% |
| 6M | +31.2% | +1.8% | +29.4% | +30.9% |
| YTD | -7.4% | -26.9% | +19.5% | -3.5% |
| 1Y | -9.6% | -21.7% | +12.1% | -7.3% |
| 3Y | +1.9% | -18.7% | +20.6% | +6.7% |
| All | +1.9% | -18.6% | +20.5% | +6.7% |
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