+10.5%
MCD vs TLN
+538.9%
-528.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -0.2% |
| 7D | +7.1% | -1.3% | +8.4% | +7.1% |
| 30D | +19.8% | -10.5% | +30.3% | +19.3% |
| 3M | +0.8% | +0.1% | +0.7% | +1.0% |
| 6M | -1.3% | -17.4% | +16.1% | -1.6% |
| YTD | -7.8% | -9.7% | +1.9% | -7.6% |
| 1Y | -5.0% | -12.3% | +7.3% | -4.8% |
| 3Y | +10.5% | +528.3% | -517.7% | +11.2% |
| All | +10.5% | +538.9% | -528.4% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling