+193.4%
MCD vs TDY
+434.3%
-240.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.6% | +4.1% | -5.7% | -2.8% |
| 30D | +14.1% | +5.7% | +8.4% | +11.8% |
| 3M | +0.6% | -4.4% | +5.1% | +1.6% |
| 6M | 0.0% | +1.2% | -1.2% | -1.2% |
| YTD | -9.3% | +26.0% | -35.3% | -17.3% |
| 1Y | -9.3% | +27.4% | -36.7% | -17.6% |
| 3Y | +8.6% | +67.5% | -58.9% | -12.6% |
| 5Y | +21.9% | +44.9% | -23.0% | +1.7% |
| All | +193.4% | +434.3% | -240.9% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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