+723.0%
MCD vs TMF
-69.1%
+792.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | +8.0% | +2.7% | +5.3% | +8.2% |
| 30D | +19.6% | +19.3% | +0.3% | +20.6% |
| 3M | +2.2% | -3.7% | +5.9% | +2.0% |
| 6M | -1.1% | -11.3% | +10.2% | -1.7% |
| YTD | -7.2% | -16.6% | +9.4% | -8.0% |
| 1Y | -6.7% | -21.1% | +14.4% | -7.7% |
| 3Y | +11.6% | -26.8% | +38.4% | +10.9% |
| 5Y | +22.6% | -88.0% | +110.7% | +8.0% |
| 10Y | +218.4% | -84.7% | +303.1% | +194.2% |
| All | +723.0% | -69.1% | +792.1% | +769.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling