+205.9%
MCD vs TPR
+378.8%
-172.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.3% |
| 7D | -1.9% | +6.4% | -8.3% | -3.0% |
| 30D | +16.6% | +13.8% | +2.9% | +14.2% |
| 3M | +0.9% | -16.6% | +17.6% | +3.5% |
| 6M | +1.5% | +0.7% | +0.8% | +0.8% |
| YTD | -8.3% | +5.3% | -13.7% | -10.1% |
| 1Y | -8.1% | +32.4% | -40.5% | -13.3% |
| 3Y | +10.3% | +406.4% | -396.1% | -20.9% |
| 5Y | +23.4% | +227.9% | -204.5% | -6.6% |
| 10Y | +205.9% | +371.7% | -165.8% | +81.7% |
| All | +205.9% | +378.8% | -172.9% | +81.7% |
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