-17.3%
MCD vs TLN
-17.2%
-0.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -1.3% |
| 7D | -2.8% | +7.1% | -9.9% | -2.4% |
| 30D | -6.0% | -3.9% | -2.1% | -6.1% |
| 3M | -5.6% | -16.2% | +10.6% | -6.5% |
| 6M | -21.9% | -5.8% | -16.0% | -22.1% |
| YTD | -14.7% | -15.4% | +0.7% | -15.2% |
| 1Y | -17.3% | -16.7% | -0.6% | -16.4% |
| All | -17.3% | -17.2% | -0.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling