-3.9%
MCD vs TRI
-22.4%
+18.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.4% | +0.1% | +6.0% |
| 7D | +11.9% | +1.0% | +10.9% | +11.7% |
| 30D | +20.2% | +20.8% | -0.5% | +18.9% |
| 3M | +5.2% | +8.1% | -2.9% | +4.5% |
| 6M | 0.0% | +24.2% | -24.2% | -2.1% |
| YTD | -6.5% | -7.8% | +1.3% | -3.2% |
| 1Y | -3.9% | -16.7% | +12.7% | +4.8% |
| All | -3.9% | -22.4% | +18.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling