+954.1%
MCD vs TDY
+7,137.3%
-6,183.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.8% | -1.8% | -1.0% | -2.5% |
| 30D | -6.0% | -10.7% | +4.7% | -4.4% |
| 3M | -5.6% | -1.3% | -4.3% | -5.5% |
| 6M | -21.9% | -10.6% | -11.3% | -20.7% |
| YTD | -14.7% | +19.6% | -34.3% | -17.5% |
| 1Y | -17.3% | +11.6% | -28.9% | -19.2% |
| 3Y | -2.2% | +45.2% | -47.4% | -9.1% |
| 5Y | +20.3% | +36.1% | -15.8% | +12.3% |
| 10Y | +180.7% | +458.8% | -278.1% | +114.1% |
| All | +954.1% | +7,137.3% | -6,183.2% | +565.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling