-3.9%
MCD vs TNA
+37.5%
-41.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.4% | +2.1% | +6.4% |
| 7D | +11.9% | +2.4% | +9.4% | +11.8% |
| 30D | +20.2% | -0.9% | +21.1% | +20.1% |
| 3M | +5.2% | -19.2% | +24.4% | +5.1% |
| 6M | 0.0% | -0.8% | +0.9% | -0.8% |
| YTD | -6.5% | +33.2% | -39.7% | -9.9% |
| 1Y | -3.9% | +38.5% | -42.5% | -8.8% |
| All | -3.9% | +37.5% | -41.4% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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