+59.1%
MCD vs TE
-76.6%
+135.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.7% | +1.8% |
| 7D | +5.9% | -10.5% | +16.5% | +6.0% |
| 30D | +19.6% | -32.4% | +52.1% | +19.7% |
| 3M | +3.3% | -60.9% | +64.1% | +3.5% |
| 6M | +3.5% | -62.8% | +66.3% | +3.4% |
| YTD | -6.1% | -65.7% | +59.6% | -6.3% |
| 1Y | -3.7% | -39.9% | +36.2% | -4.8% |
| 3Y | +13.4% | +10.6% | +2.7% | +8.8% |
| 5Y | +25.2% | -79.7% | +104.8% | +24.6% |
| All | +59.1% | -76.6% | +135.6% | +49.7% |
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