+807.3%
MCD vs TEL
+765.5%
+41.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -1.9% | -0.4% | -1.6% | -1.9% |
| 30D | +16.6% | +1.0% | +15.6% | +16.0% |
| 3M | +0.9% | +0.7% | +0.2% | +0.2% |
| 6M | +1.5% | +7.3% | -5.8% | -1.4% |
| YTD | -8.3% | -2.5% | -5.8% | -9.4% |
| 1Y | -8.1% | -10.3% | +2.1% | -7.4% |
| 3Y | +10.3% | +81.1% | -70.8% | -11.1% |
| 5Y | +23.4% | +45.3% | -21.9% | +4.4% |
| 10Y | +205.9% | +290.3% | -84.4% | +87.4% |
| All | +807.3% | +765.5% | +41.8% | +325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling