+213.3%
MCD vs TEL
+290.5%
-77.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +7.3% | -0.9% | +8.2% | +7.5% |
| 30D | +20.0% | -0.2% | +20.2% | +19.7% |
| 3M | +3.8% | +2.0% | +1.8% | +2.7% |
| 6M | +3.8% | +6.4% | -2.7% | +0.7% |
| YTD | -5.9% | -3.2% | -2.6% | -6.9% |
| 1Y | -3.2% | -11.2% | +7.9% | -2.0% |
| 3Y | +13.3% | +79.8% | -66.5% | -12.8% |
| 5Y | +25.2% | +46.6% | -21.3% | +2.5% |
| 10Y | +213.3% | +288.1% | -74.8% | +66.2% |
| All | +213.3% | +290.5% | -77.1% | +66.2% |
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