-17.3%
MCD vs TD
+64.8%
-82.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.5% |
| 7D | -2.8% | +0.3% | -3.1% | -2.8% |
| 30D | -6.0% | +0.4% | -6.4% | -5.9% |
| 3M | -5.6% | +7.6% | -13.2% | -6.3% |
| 6M | -21.9% | +25.0% | -46.8% | -23.9% |
| YTD | -14.7% | +31.0% | -45.7% | -17.2% |
| 1Y | -17.3% | +65.2% | -82.4% | -20.4% |
| All | -17.3% | +64.8% | -82.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling