+22.6%
MCD vs TPR
+223.9%
-201.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -1.6% | -1.1% | -0.4% | -1.5% |
| 30D | +16.0% | +15.1% | +0.9% | +14.6% |
| 3M | 0.0% | -13.4% | +13.4% | +0.9% |
| 6M | +0.9% | +1.4% | -0.4% | +0.5% |
| YTD | -8.7% | +4.8% | -13.5% | -9.6% |
| 1Y | -8.6% | +29.2% | -37.8% | -10.9% |
| 3Y | +9.9% | +403.7% | -393.8% | -9.1% |
| 5Y | +22.6% | +230.8% | -208.2% | +9.5% |
| All | +22.6% | +223.9% | -201.3% | +9.5% |
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