-16.1%
MCD vs TEM
-20.5%
+4.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | -2.0% | +3.2% | -5.3% | -1.9% |
| 30D | -6.1% | +23.5% | -29.7% | -5.7% |
| 3M | -7.3% | +32.3% | -39.6% | -6.6% |
| 6M | -20.9% | +23.0% | -44.0% | -20.5% |
| YTD | -14.7% | +8.9% | -23.5% | -14.2% |
| 1Y | -16.1% | -19.9% | +3.7% | -16.5% |
| All | -16.1% | -20.5% | +4.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TEM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling