+211.7%
MCD vs TPR
+383.4%
-171.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +7.1% | +14.2% | -7.1% | +4.8% |
| 30D | +19.8% | +17.1% | +2.7% | +16.7% |
| 3M | +0.8% | -17.7% | +18.5% | +3.5% |
| 6M | -1.3% | -10.2% | +8.9% | -0.4% |
| YTD | -7.8% | +4.9% | -12.7% | -9.5% |
| 1Y | -5.0% | +36.1% | -41.1% | -10.8% |
| 3Y | +10.5% | +416.5% | -405.9% | -21.1% |
| 5Y | +22.0% | +254.8% | -232.8% | -9.3% |
| All | +211.7% | +383.4% | -171.7% | +83.8% |
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