+11.2%
MCD vs TPR
+412.6%
-401.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.8% | -1.2% |
| 7D | +8.0% | +13.9% | -5.8% | +7.1% |
| 30D | +19.6% | +14.9% | +4.7% | +18.5% |
| 3M | +2.2% | -15.4% | +17.6% | +2.6% |
| 6M | -1.1% | -4.5% | +3.3% | -1.3% |
| YTD | -7.2% | +6.0% | -13.2% | -7.7% |
| 1Y | -6.7% | +24.3% | -31.0% | -7.6% |
| All | +11.2% | +412.6% | -401.5% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling