+177.5%
MCD vs TDG
+540.0%
-362.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.5% | -2.7% | +0.1% | -1.9% |
| 30D | -7.0% | -9.3% | +2.2% | -4.7% |
| 3M | -9.8% | -7.1% | -2.7% | -8.2% |
| 6M | -21.8% | -11.2% | -10.6% | -19.7% |
| YTD | -15.6% | -15.3% | -0.3% | -12.6% |
| 1Y | -15.2% | -12.5% | -2.7% | -13.1% |
| 3Y | -2.6% | +51.2% | -53.8% | -16.0% |
| 5Y | +18.9% | +126.1% | -107.3% | -10.5% |
| All | +177.5% | +540.0% | -362.5% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling