-15.0%
MCD vs TE
+153.1%
-168.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -1.0% |
| 7D | -2.9% | +15.0% | -17.9% | -2.5% |
| 30D | -6.7% | -7.5% | +0.8% | -6.8% |
| 3M | -9.6% | -42.0% | +32.4% | -10.2% |
| 6M | -22.3% | -31.4% | +9.1% | -22.5% |
| YTD | -15.4% | -26.5% | +11.1% | -15.6% |
| All | -15.0% | +153.1% | -168.1% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling