+177.3%
MCD vs TPR
+321.0%
-143.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -2.3% | -0.5% | -2.5% |
| 30D | -6.0% | -23.0% | +16.9% | -2.3% |
| 3M | -5.6% | -12.5% | +6.9% | -3.9% |
| 6M | -21.9% | -21.4% | -0.4% | -19.4% |
| YTD | -14.7% | -3.5% | -11.2% | -15.1% |
| 1Y | -17.3% | +17.4% | -34.6% | -20.5% |
| 3Y | -2.2% | +291.3% | -293.4% | -26.5% |
| 5Y | +20.3% | +241.9% | -221.6% | -10.3% |
| All | +177.3% | +321.0% | -143.7% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling