+10.5%
MCD vs TE
-36.2%
+46.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.5% |
| 7D | +7.1% | -12.6% | +19.7% | +7.0% |
| 30D | +19.8% | -36.7% | +56.5% | +19.4% |
| 3M | +0.8% | -57.5% | +58.3% | +0.2% |
| 6M | -1.3% | -55.2% | +53.9% | -1.9% |
| YTD | -7.8% | -64.7% | +56.9% | -8.4% |
| 1Y | -5.0% | -35.9% | +30.9% | -5.8% |
| 3Y | +10.5% | -31.8% | +42.3% | +9.7% |
| All | +10.5% | -36.2% | +46.8% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling