+8.6%
MCD vs TMO
+58.7%
-50.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +14.1% | +4.0% | +10.1% | +13.7% |
| 3M | +0.6% | +17.6% | -17.0% | -1.1% |
| 6M | 0.0% | +57.3% | -57.2% | -4.9% |
| YTD | -9.3% | +21.2% | -30.4% | -11.3% |
| 1Y | -9.3% | +21.1% | -30.4% | -11.3% |
| 3Y | +8.6% | +58.8% | -50.2% | +2.9% |
| All | +8.6% | +58.7% | -50.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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