-3.5%
MCD vs TE
-44.1%
+40.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.7% | +1.7% |
| 7D | +5.9% | -10.5% | +16.5% | +5.6% |
| 30D | +19.6% | -32.4% | +52.1% | +18.3% |
| 3M | +3.3% | -60.9% | +64.1% | +0.3% |
| 6M | +3.5% | -62.8% | +66.3% | +0.7% |
| YTD | -6.1% | -65.7% | +59.6% | -8.0% |
| All | -3.5% | -44.1% | +40.7% | -4.0% |
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