-1.1%
TYL vs MKC
-21.6%
+20.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.7% |
| 7D | -3.7% | -5.9% | +2.2% | -1.7% |
| 30D | +18.7% | -0.9% | +19.6% | +19.3% |
| 3M | +18.1% | +12.7% | +5.4% | +15.6% |
| 6M | -1.1% | -19.3% | +18.2% | -0.8% |
| All | -1.1% | -21.6% | +20.5% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling