+177.5%
MCD vs TKO
+985.8%
-808.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.5% | +0.1% | -2.7% | -2.6% |
| 30D | -7.0% | -2.6% | -4.4% | -6.8% |
| 3M | -9.8% | -7.8% | -2.0% | -9.1% |
| 6M | -21.8% | -7.0% | -14.7% | -21.3% |
| YTD | -15.6% | -8.5% | -7.0% | -15.1% |
| 1Y | -15.2% | -1.3% | -13.9% | -15.6% |
| 3Y | -2.6% | +105.0% | -107.5% | -12.7% |
| 5Y | +18.9% | +292.9% | -274.0% | -4.1% |
| All | +177.5% | +985.8% | -808.3% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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