+213.3%
MCD vs TFC
+82.1%
+131.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +1.7% | +5.6% | +6.9% |
| 30D | +20.0% | +9.0% | +11.0% | +17.5% |
| 3M | +3.8% | -2.1% | +5.9% | +4.3% |
| 6M | +3.8% | +3.4% | +0.4% | +2.7% |
| YTD | -5.9% | +5.3% | -11.2% | -7.6% |
| 1Y | -3.2% | +16.2% | -19.4% | -7.3% |
| 3Y | +13.3% | +94.8% | -81.5% | -7.5% |
| 5Y | +25.2% | -0.7% | +25.9% | +21.3% |
| 10Y | +213.3% | +80.9% | +132.5% | +128.9% |
| All | +213.3% | +82.1% | +131.3% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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