+26.7%
MCD vs TOST
-28.0%
+54.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +7.3% | +3.0% | +4.3% | +7.1% |
| 30D | +20.0% | +10.3% | +9.7% | +19.3% |
| 3M | +3.8% | -3.3% | +7.1% | +3.9% |
| 6M | +3.8% | +37.8% | -34.0% | +1.8% |
| YTD | -5.9% | -2.8% | -3.1% | -6.1% |
| 1Y | -3.2% | -9.6% | +6.4% | -3.2% |
| 3Y | +13.3% | +144.6% | -131.4% | +6.2% |
| All | +26.7% | -28.0% | +54.8% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling