+17.2%
MCD vs TEM
+111.1%
-93.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.0% | -9.3% | +1.7% |
| 7D | +5.9% | +7.6% | -1.6% | +5.9% |
| 30D | +19.6% | +19.0% | +0.6% | +19.4% |
| 3M | +3.3% | +62.2% | -59.0% | +2.6% |
| 6M | +3.5% | +69.4% | -65.9% | +2.6% |
| YTD | -6.1% | +43.0% | -49.1% | -6.7% |
| 1Y | -3.7% | +18.0% | -21.7% | -4.0% |
| All | +17.2% | +111.1% | -93.9% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling