+181.3%
MCD vs TEL
+291.3%
-110.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -2.9% | +1.2% | -4.1% | -3.2% |
| 30D | -6.7% | -4.1% | -2.6% | -5.7% |
| 3M | -9.6% | -2.6% | -7.0% | -9.3% |
| 6M | -22.3% | 0.0% | -22.3% | -23.3% |
| YTD | -15.4% | -9.1% | -6.4% | -14.5% |
| 1Y | -16.8% | -0.8% | -16.0% | -18.8% |
| 3Y | -2.4% | +67.4% | -69.8% | -23.0% |
| 5Y | +19.4% | +51.8% | -32.4% | -4.4% |
| 10Y | +181.3% | +299.4% | -118.1% | +45.2% |
| All | +181.3% | +291.3% | -110.0% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling