+43.3%
MCD vs TE
-49.8%
+93.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.9% |
| 7D | -2.9% | +15.0% | -17.9% | -2.9% |
| 30D | -6.7% | -7.5% | +0.8% | -6.7% |
| 3M | -9.6% | -42.0% | +32.4% | -9.4% |
| 6M | -22.3% | -31.4% | +9.1% | -22.4% |
| YTD | -15.4% | -26.5% | +11.1% | -15.8% |
| 1Y | -16.8% | +153.1% | -169.9% | -18.9% |
| 3Y | -2.4% | -20.7% | +18.3% | -3.1% |
| 5Y | +19.4% | -45.4% | +64.8% | +18.0% |
| All | +43.3% | -49.8% | +93.1% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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