+8.6%
MCD vs TE
+9.8%
-1.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.6% |
| 7D | -1.6% | -19.1% | +17.4% | -1.8% |
| 30D | +14.1% | -34.1% | +48.3% | +13.7% |
| 3M | +0.6% | -60.1% | +60.7% | -0.1% |
| 6M | 0.0% | -66.0% | +66.0% | -0.9% |
| YTD | -9.3% | -71.4% | +62.1% | -10.1% |
| 1Y | -9.3% | -45.3% | +36.0% | -10.3% |
| 3Y | +8.6% | +9.1% | -0.5% | +7.2% |
| All | +8.6% | +9.8% | -1.2% | +7.2% |
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