+177.5%
MCD vs TDY
+472.2%
-294.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.5% | -1.9% | -0.7% | -2.0% |
| 30D | -7.0% | -12.5% | +5.5% | -3.2% |
| 3M | -9.8% | -0.8% | -9.0% | -9.9% |
| 6M | -21.8% | -9.0% | -12.8% | -20.0% |
| YTD | -15.6% | +16.8% | -32.4% | -20.8% |
| 1Y | -15.2% | +9.5% | -24.6% | -18.9% |
| 3Y | -2.6% | +45.4% | -48.0% | -17.3% |
| 5Y | +18.9% | +37.8% | -18.9% | +1.0% |
| All | +177.5% | +472.2% | -294.7% | +63.7% |
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