+6.5%
MCD vs TEM
+60.7%
-54.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | -2.0% | +3.2% | -5.3% | -2.1% |
| 30D | -6.1% | +23.5% | -29.7% | -6.4% |
| 3M | -7.3% | +32.3% | -39.6% | -7.7% |
| 6M | -20.9% | +23.0% | -44.0% | -21.3% |
| YTD | -14.7% | +8.9% | -23.5% | -14.9% |
| 1Y | -16.1% | -19.9% | +3.7% | -16.0% |
| All | +6.5% | +60.7% | -54.2% | +2.2% |
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