+211.3%
MCD vs TPR
+403.1%
-191.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.4% |
| 7D | +5.9% | +12.7% | -6.7% | +3.9% |
| 30D | +19.6% | +17.1% | +2.6% | +16.6% |
| 3M | +3.3% | -15.9% | +19.1% | +5.7% |
| 6M | +3.5% | +2.6% | +0.9% | +2.4% |
| YTD | -6.1% | +7.5% | -13.6% | -8.3% |
| 1Y | -3.7% | +32.9% | -36.6% | -9.2% |
| 3Y | +13.4% | +413.8% | -400.5% | -18.9% |
| 5Y | +25.2% | +263.9% | -238.7% | -7.3% |
| 10Y | +211.3% | +389.7% | -178.5% | +82.9% |
| All | +211.3% | +403.1% | -191.9% | +82.9% |
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