+211.3%
MCD vs TSEM
+879.4%
-668.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | +1.3% |
| 7D | +5.9% | -2.0% | +7.9% | +5.9% |
| 30D | +19.6% | -33.4% | +53.1% | +21.7% |
| 3M | +3.3% | -39.7% | +42.9% | +5.4% |
| 6M | +3.5% | -27.8% | +31.3% | +2.8% |
| YTD | -6.1% | +29.7% | -35.8% | -12.1% |
| 1Y | -3.7% | +81.1% | -84.8% | -13.1% |
| 3Y | +13.4% | +529.3% | -515.9% | -14.2% |
| 5Y | +25.2% | +315.0% | -289.8% | -1.2% |
| 10Y | +211.3% | +865.7% | -654.4% | +105.4% |
| All | +211.3% | +879.4% | -668.1% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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