+10.5%
MCD vs TMF
-25.3%
+35.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +7.1% | +1.2% | +5.9% | +7.0% |
| 30D | +19.8% | +19.7% | 0.0% | +17.7% |
| 3M | +0.8% | -2.1% | +2.9% | +0.8% |
| 6M | -1.3% | -13.4% | +12.1% | -0.3% |
| YTD | -7.8% | -16.7% | +9.0% | -6.5% |
| 1Y | -5.0% | -23.3% | +18.4% | -3.0% |
| 3Y | +10.5% | -24.8% | +35.4% | +13.0% |
| All | +10.5% | -25.3% | +35.9% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling