-8.1%
MCD vs TMF
-26.6%
+18.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.9% | -3.4% | +1.4% | -1.3% |
| 30D | +16.6% | +11.5% | +5.1% | +14.6% |
| 3M | +0.9% | -4.5% | +5.5% | +1.2% |
| 6M | +1.5% | -15.0% | +16.4% | +3.1% |
| YTD | -8.3% | -19.9% | +11.5% | -5.3% |
| 1Y | -8.1% | -26.6% | +18.4% | -3.5% |
| All | -8.1% | -26.6% | +18.5% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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