+12,412.3%
TYL vs MKC
+3,376.8%
+9,035.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.8% |
| 7D | -3.7% | -5.9% | +2.2% | -2.2% |
| 30D | +18.7% | -0.9% | +19.6% | +19.0% |
| 3M | +18.1% | +12.7% | +5.4% | +14.7% |
| 6M | -1.1% | -19.3% | +18.2% | +3.8% |
| YTD | -19.8% | -22.2% | +2.3% | -15.5% |
| 1Y | -34.3% | -23.3% | -11.0% | -30.6% |
| 3Y | -8.2% | -30.0% | +21.8% | -1.9% |
| 5Y | -25.4% | -33.8% | +8.3% | -19.8% |
| 10Y | +115.6% | +24.4% | +91.1% | +95.6% |
| All | +12,412.3% | +3,376.8% | +9,035.6% | +5,868.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling