+28.5%
MCD vs TOST
-46.1%
+74.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +8.0% | +11.6% | -3.6% | +7.4% |
| 30D | +19.6% | +16.2% | +3.4% | +18.6% |
| 3M | +2.2% | +1.0% | +1.2% | +2.1% |
| 6M | -1.1% | +23.2% | -24.3% | -2.4% |
| YTD | -7.2% | -1.0% | -6.3% | -7.6% |
| 1Y | -6.7% | -9.9% | +3.2% | -6.6% |
| 3Y | +11.6% | +101.0% | -89.4% | +6.0% |
| 5Y | +22.6% | -40.4% | +63.1% | +16.8% |
| All | +28.5% | -46.1% | +74.6% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling