+13.4%
MCD vs TRI
-10.7%
+24.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +2.2% |
| 7D | +5.9% | -11.4% | +17.4% | +7.4% |
| 30D | +19.6% | +4.9% | +14.7% | +19.0% |
| 3M | +3.3% | +7.0% | -3.8% | +2.3% |
| 6M | +3.5% | +18.2% | -14.7% | +0.7% |
| YTD | -6.1% | -14.8% | +8.7% | -2.5% |
| 1Y | -3.7% | -18.0% | +14.3% | +0.9% |
| 3Y | +13.4% | -12.0% | +25.3% | +9.0% |
| All | +13.4% | -10.7% | +24.0% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling