+44.5%
MCD vs TE
-53.0%
+97.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -2.8% | -4.0% | +1.1% | -2.8% |
| 30D | -6.0% | -15.9% | +9.9% | -6.0% |
| 3M | -5.6% | -60.5% | +55.0% | -5.2% |
| 6M | -21.9% | -35.2% | +13.4% | -22.0% |
| YTD | -14.7% | -31.1% | +16.4% | -15.0% |
| 1Y | -17.3% | +148.6% | -165.9% | -19.4% |
| 3Y | -2.2% | -26.4% | +24.2% | -2.8% |
| 5Y | +20.3% | -48.0% | +68.3% | +18.9% |
| All | +44.5% | -53.0% | +97.5% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling