+181.3%
MCD vs TNA
+74.0%
+107.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.4% |
| 7D | -2.9% | -3.6% | +0.7% | -2.4% |
| 30D | -6.7% | -10.1% | +3.3% | -5.5% |
| 3M | -9.6% | +2.7% | -12.3% | -10.3% |
| 6M | -22.3% | +38.4% | -60.7% | -26.5% |
| YTD | -15.4% | +45.4% | -60.9% | -20.9% |
| 1Y | -16.8% | +55.9% | -72.8% | -23.5% |
| 3Y | -2.4% | +109.8% | -112.2% | -19.6% |
| 5Y | +19.4% | -22.5% | +41.9% | +7.3% |
| 10Y | +181.3% | +87.5% | +93.8% | +69.9% |
| All | +181.3% | +74.0% | +107.3% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling