+1,107.0%
MCD vs TKO
+1,446.8%
-339.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.6% | +2.3% | -4.0% | -1.9% |
| 30D | +14.1% | +13.4% | +0.8% | +12.7% |
| 3M | +0.6% | -1.7% | +2.3% | +0.7% |
| 6M | 0.0% | +7.2% | -7.2% | -0.9% |
| YTD | -9.3% | -5.4% | -3.9% | -9.1% |
| 1Y | -9.3% | +8.7% | -18.0% | -10.5% |
| 3Y | +8.6% | +150.4% | -141.8% | -2.3% |
| 5Y | +21.9% | +276.6% | -254.7% | +4.1% |
| 10Y | +202.8% | +1,134.6% | -931.8% | +124.7% |
| All | +1,107.0% | +1,446.8% | -339.8% | +654.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling