+19.4%
MCD vs TDY
+33.5%
-14.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.9% | -1.8% | -1.0% | -2.5% |
| 30D | -6.7% | -13.8% | +7.0% | -4.2% |
| 3M | -9.6% | -3.9% | -5.7% | -9.1% |
| 6M | -22.3% | -9.0% | -13.3% | -21.2% |
| YTD | -15.4% | +16.5% | -32.0% | -19.0% |
| 1Y | -16.8% | +9.3% | -26.1% | -19.3% |
| 3Y | -2.4% | +45.1% | -47.5% | -13.4% |
| 5Y | +19.4% | +35.0% | -15.6% | +6.0% |
| All | +19.4% | +33.5% | -14.1% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling