+178.0%
MCD vs TRI
+195.1%
-17.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.4% |
| 7D | -2.9% | -8.4% | +5.5% | -0.6% |
| 30D | -6.7% | -6.5% | -0.3% | -5.2% |
| 3M | -9.6% | +18.6% | -28.1% | -15.5% |
| 6M | -22.3% | -10.4% | -11.9% | -21.2% |
| YTD | -15.4% | -23.7% | +8.3% | -9.3% |
| 1Y | -16.8% | -42.5% | +25.7% | +0.2% |
| 3Y | -2.4% | -19.3% | +16.9% | -2.0% |
| 5Y | +19.4% | -9.7% | +29.0% | +11.3% |
| All | +178.0% | +195.1% | -17.1% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling