+1,282.3%
MCD vs TDG
+13,892.6%
-12,610.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -1.6% | +1.7% | -3.3% | -2.1% |
| 30D | +14.1% | +9.7% | +4.4% | +11.5% |
| 3M | +0.6% | -2.3% | +2.9% | +1.1% |
| 6M | 0.0% | +1.3% | -1.3% | -0.6% |
| YTD | -9.3% | -8.5% | -0.8% | -8.0% |
| 1Y | -9.3% | -8.1% | -1.2% | -8.2% |
| 3Y | +8.6% | +43.4% | -34.8% | -3.4% |
| 5Y | +21.9% | +127.8% | -105.9% | -5.5% |
| 10Y | +202.8% | +554.4% | -351.6% | +71.6% |
| All | +1,282.3% | +13,892.6% | -12,610.3% | +272.0% |
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