-15.2%
MCD vs TDY
+9.8%
-25.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.5% | -1.9% | -0.7% | -2.5% |
| 30D | -7.0% | -12.5% | +5.5% | -6.8% |
| 3M | -9.8% | -0.8% | -9.0% | -9.9% |
| 6M | -21.8% | -9.0% | -12.8% | -21.5% |
| YTD | -15.6% | +16.8% | -32.4% | -17.5% |
| 1Y | -15.2% | +9.5% | -24.6% | -18.2% |
| All | -15.2% | +9.8% | -25.0% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling