+660.4%
MCD vs TNA
+1,004.3%
-343.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -6.0% | -4.9% | -1.1% | -5.5% |
| 3M | -5.6% | +0.4% | -6.0% | -6.1% |
| 6M | -21.9% | +32.5% | -54.4% | -25.5% |
| YTD | -14.7% | +53.7% | -68.4% | -20.6% |
| 1Y | -17.3% | +65.1% | -82.4% | -24.3% |
| 3Y | -2.2% | +98.4% | -100.6% | -17.8% |
| 5Y | +20.3% | -22.5% | +42.8% | +8.0% |
| 10Y | +180.7% | +82.5% | +98.2% | +88.6% |
| All | +660.4% | +1,004.3% | -343.9% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling