-16.1%
MCD vs TD
+63.7%
-79.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | -2.0% | +0.9% | -2.9% | -2.0% |
| 30D | -6.1% | -0.7% | -5.5% | -6.1% |
| 3M | -7.3% | +6.3% | -13.5% | -7.9% |
| 6M | -20.9% | +27.9% | -48.9% | -23.0% |
| YTD | -14.7% | +29.8% | -44.5% | -17.1% |
| 1Y | -16.1% | +63.7% | -79.8% | -19.8% |
| All | -16.1% | +63.7% | -79.9% | -19.8% |
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