-15.2%
MCD vs TDG
-14.3%
-0.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.5% | -2.7% | +0.1% | -2.2% |
| 30D | -7.0% | -9.3% | +2.2% | -6.0% |
| 3M | -9.8% | -7.1% | -2.7% | -8.9% |
| 6M | -21.8% | -11.2% | -10.6% | -21.2% |
| YTD | -15.6% | -15.3% | -0.3% | -15.2% |
| 1Y | -15.2% | -12.5% | -2.7% | -15.2% |
| All | -15.2% | -14.3% | -0.9% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling