+5,979.9%
MCD vs TFC
+2,596.5%
+3,383.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | +2.4% | -5.2% | -3.3% |
| 30D | -6.0% | -1.3% | -4.7% | -5.8% |
| 3M | -5.6% | +6.1% | -11.6% | -6.9% |
| 6M | -21.9% | +7.3% | -29.2% | -23.2% |
| YTD | -14.7% | +8.2% | -22.9% | -16.5% |
| 1Y | -17.3% | +14.4% | -31.7% | -20.0% |
| 3Y | -2.2% | +93.7% | -95.9% | -16.9% |
| 5Y | +20.3% | +16.4% | +3.9% | +11.1% |
| 10Y | +180.7% | +101.6% | +79.1% | +120.8% |
| All | +5,979.9% | +2,596.5% | +3,383.5% | +3,077.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling