+1,034.8%
MCD vs TKO
+1,366.3%
-331.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.3% |
| 7D | -2.8% | +0.7% | -3.6% | -2.9% |
| 30D | -6.0% | +1.6% | -7.6% | -6.2% |
| 3M | -5.6% | -7.8% | +2.2% | -5.0% |
| 6M | -21.9% | -13.3% | -8.6% | -21.0% |
| YTD | -14.7% | -10.3% | -4.4% | -14.1% |
| 1Y | -17.3% | -0.6% | -16.6% | -17.6% |
| 3Y | -2.2% | +88.5% | -90.6% | -9.6% |
| 5Y | +20.3% | +284.7% | -264.4% | +2.5% |
| 10Y | +180.7% | +905.7% | -725.0% | +112.2% |
| All | +1,034.8% | +1,366.3% | -331.6% | +613.4% |
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