+1,525.7%
MCD vs TRI
+561.6%
+964.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | 0.0% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -6.0% | +7.9% | -13.9% | -8.3% |
| 3M | -5.6% | +24.1% | -29.6% | -12.4% |
| 6M | -21.9% | +3.8% | -25.7% | -24.4% |
| YTD | -14.7% | -16.9% | +2.2% | -12.6% |
| 1Y | -17.3% | -38.4% | +21.1% | -6.7% |
| 3Y | -2.2% | -12.2% | +10.1% | -3.2% |
| 5Y | +20.3% | -1.8% | +22.1% | +13.5% |
| 10Y | +180.7% | +207.6% | -26.9% | +84.7% |
| All | +1,525.7% | +561.6% | +964.1% | +667.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling