-5.0%
MCD vs TFC
+17.2%
-22.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +7.1% | +1.2% | +5.9% | +6.9% |
| 30D | +19.8% | +8.3% | +11.4% | +18.3% |
| 3M | +0.8% | -5.2% | +6.0% | +1.2% |
| 6M | -1.3% | -0.8% | -0.5% | -1.4% |
| YTD | -7.8% | +3.4% | -11.2% | -10.9% |
| 1Y | -5.0% | +17.0% | -22.0% | -13.9% |
| All | -5.0% | +17.2% | -22.2% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling