+25.7%
MCD vs TOST
-46.9%
+72.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.8% |
| 7D | -1.6% | 0.0% | -1.7% | -1.7% |
| 30D | +14.1% | +16.2% | -2.1% | +13.2% |
| 3M | +0.6% | -1.5% | +2.1% | +0.6% |
| 6M | 0.0% | +55.3% | -55.3% | -2.4% |
| YTD | -9.3% | -2.3% | -6.9% | -9.5% |
| 1Y | -9.3% | -5.5% | -3.8% | -9.4% |
| 3Y | +8.6% | +151.1% | -142.5% | +2.1% |
| 5Y | +21.9% | -27.9% | +49.8% | +15.9% |
| All | +25.7% | -46.9% | +72.5% | +19.7% |
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