-9.3%
MCD vs TLN
+1.6%
-10.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.9% |
| 7D | -1.6% | +11.0% | -12.7% | -0.7% |
| 30D | +14.1% | +4.9% | +9.2% | +14.8% |
| 3M | +0.6% | +4.9% | -4.3% | +1.6% |
| 6M | 0.0% | +7.1% | -7.1% | +0.9% |
| YTD | -9.3% | +0.3% | -9.6% | -8.3% |
| 1Y | -9.3% | +5.9% | -15.2% | -7.7% |
| All | -9.3% | +1.6% | -10.9% | -7.7% |
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