+54.6%
MCD vs TE
-79.9%
+134.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.5% | +7.1% | -0.4% |
| 7D | -1.6% | -13.6% | +12.0% | -1.6% |
| 30D | +16.0% | -37.7% | +53.7% | +16.1% |
| 3M | 0.0% | -59.8% | +59.8% | +0.1% |
| 6M | +0.9% | -66.3% | +67.3% | +0.9% |
| YTD | -8.7% | -70.5% | +61.8% | -8.9% |
| 1Y | -8.6% | -48.8% | +40.3% | -9.5% |
| 3Y | +9.9% | +31.3% | -21.5% | +4.6% |
| 5Y | +22.6% | -82.0% | +104.7% | +22.1% |
| All | +54.6% | -79.9% | +134.5% | +45.6% |
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