+1,199.6%
MCD vs TDG
+13,257.8%
-12,058.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.8% | -2.0% | -0.8% | -2.3% |
| 30D | -6.0% | -7.4% | +1.4% | -4.3% |
| 3M | -5.6% | -5.4% | -0.2% | -4.5% |
| 6M | -21.9% | -11.6% | -10.2% | -19.8% |
| YTD | -14.7% | -12.6% | -2.1% | -12.5% |
| 1Y | -17.3% | -9.3% | -7.9% | -16.1% |
| 3Y | -2.2% | +49.2% | -51.3% | -14.0% |
| 5Y | +20.3% | +132.1% | -111.9% | -7.4% |
| 10Y | +180.7% | +544.8% | -364.1% | +59.8% |
| All | +1,199.6% | +13,257.8% | -12,058.2% | +254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling