+22.7%
MCD vs TPR
+253.5%
-230.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +7.1% | +14.2% | -7.1% | +5.9% |
| 30D | +19.8% | +17.1% | +2.7% | +18.1% |
| 3M | +0.8% | -17.7% | +18.5% | +2.1% |
| 6M | -1.3% | -10.2% | +8.9% | -0.9% |
| YTD | -7.8% | +4.9% | -12.7% | -8.6% |
| 1Y | -5.0% | +36.1% | -41.1% | -7.8% |
| 3Y | +10.5% | +416.5% | -405.9% | -8.2% |
| All | +22.7% | +253.5% | -230.8% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling