+27.8%
MCD vs TOST
-46.9%
+74.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.5% |
| 7D | +7.1% | +9.4% | -2.3% | +6.6% |
| 30D | +19.8% | +13.5% | +6.3% | +18.9% |
| 3M | +0.8% | -0.1% | +0.9% | +0.7% |
| 6M | -1.3% | +22.5% | -23.8% | -2.6% |
| YTD | -7.8% | -2.4% | -5.4% | -8.0% |
| 1Y | -5.0% | -4.7% | -0.3% | -5.1% |
| 3Y | +10.5% | +103.2% | -92.7% | +5.0% |
| 5Y | +22.0% | -41.2% | +63.2% | +16.2% |
| All | +27.8% | -46.9% | +74.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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