-1.5%
MCD vs TNA
+117.1%
-118.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -2.0% | +4.1% | -6.1% | -2.2% |
| 30D | -6.1% | -7.6% | +1.5% | -5.9% |
| 3M | -7.3% | +8.1% | -15.3% | -7.7% |
| 6M | -20.9% | +49.0% | -69.9% | -22.8% |
| YTD | -14.7% | +51.7% | -66.4% | -16.9% |
| 1Y | -16.1% | +59.6% | -75.7% | -18.8% |
| 3Y | -1.5% | +118.9% | -120.4% | -8.7% |
| All | -1.5% | +117.1% | -118.6% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling