-3.9%
MCD vs TPR
+20.9%
-24.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.5% | +3.0% | +6.0% |
| 7D | +11.9% | +12.6% | -0.8% | +10.2% |
| 30D | +20.2% | +7.1% | +13.1% | +19.1% |
| 3M | +5.2% | -19.4% | +24.5% | +6.9% |
| 6M | 0.0% | -9.7% | +9.7% | +0.3% |
| YTD | -6.5% | -1.0% | -5.5% | -7.5% |
| 1Y | -3.9% | +19.3% | -23.2% | -7.3% |
| All | -3.9% | +20.9% | -24.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling