-1.7%
MCD vs TDG
+52.8%
-54.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -6.1% | -6.5% | +0.4% | -5.3% |
| 3M | -7.3% | -5.1% | -2.2% | -6.6% |
| 6M | -20.9% | -11.5% | -9.4% | -19.9% |
| YTD | -14.7% | -13.9% | -0.8% | -13.5% |
| 1Y | -16.1% | -11.5% | -4.7% | -15.3% |
| All | -1.7% | +52.8% | -54.5% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling