+1,647.3%
MCD vs TRI
+581.4%
+1,065.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -1.9% | -7.2% | +5.2% | +0.1% |
| 30D | +16.6% | +4.4% | +12.2% | +14.8% |
| 3M | +0.9% | +4.5% | -3.5% | -1.2% |
| 6M | +1.5% | +23.7% | -22.2% | -6.9% |
| YTD | -8.3% | -14.4% | +6.1% | -7.4% |
| 1Y | -8.1% | -17.4% | +9.2% | -6.2% |
| 3Y | +10.3% | -11.0% | +21.3% | +8.2% |
| 5Y | +23.4% | +0.7% | +22.7% | +15.0% |
| 10Y | +205.9% | +224.0% | -18.1% | +97.2% |
| All | +1,647.3% | +581.4% | +1,065.9% | +713.3% |
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