-2.6%
MCD vs TKO
+103.5%
-106.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.9% | +0.7% | -3.5% | -2.9% |
| 30D | -6.7% | +0.9% | -7.6% | -6.8% |
| 3M | -9.6% | -6.2% | -3.4% | -9.3% |
| 6M | -22.3% | -5.6% | -16.7% | -22.2% |
| YTD | -15.4% | -7.8% | -7.6% | -15.3% |
| 1Y | -16.8% | -1.2% | -15.6% | -17.0% |
| All | -2.6% | +103.5% | -106.1% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling