-8.6%
MCD vs TD
+54.6%
-63.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +16.0% | +5.0% | +11.1% | +15.8% |
| 3M | 0.0% | +1.1% | -1.1% | 0.0% |
| 6M | +0.9% | +16.5% | -15.5% | -0.8% |
| YTD | -8.7% | +34.3% | -43.0% | -11.7% |
| 1Y | -8.6% | +52.9% | -61.4% | -12.1% |
| All | -8.6% | +54.6% | -63.2% | -12.1% |
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