+19.4%
MCD vs TMO
+7.0%
+12.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -6.7% | +1.0% | -7.7% | -6.9% |
| 3M | -9.6% | +22.7% | -32.3% | -12.4% |
| 6M | -22.3% | +19.0% | -41.3% | -24.6% |
| YTD | -15.4% | +4.7% | -20.2% | -16.3% |
| 1Y | -16.8% | +26.0% | -42.8% | -20.4% |
| 3Y | -2.4% | +18.0% | -20.4% | -6.2% |
| 5Y | +19.4% | +8.0% | +11.4% | +15.2% |
| All | +19.4% | +7.0% | +12.3% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling