+9.3%
MCD vs TPG
+92.2%
-83.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -2.8% | -2.4% | -0.4% | -2.7% |
| 30D | -6.0% | +11.1% | -17.1% | -6.7% |
| 3M | -5.6% | +26.3% | -31.8% | -7.2% |
| 6M | -21.9% | +18.3% | -40.2% | -22.9% |
| YTD | -14.7% | -14.4% | -0.3% | -14.0% |
| 1Y | -17.3% | -6.7% | -10.5% | -17.3% |
| 3Y | -2.2% | +111.5% | -113.6% | -11.6% |
| All | +9.3% | +92.2% | -83.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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