+180.0%
MCD vs TSEM
+1,300.1%
-1,120.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.1% |
| 7D | -2.0% | +10.4% | -12.5% | -2.6% |
| 30D | -6.1% | -12.9% | +6.8% | -5.5% |
| 3M | -7.3% | -9.2% | +1.9% | -7.6% |
| 6M | -20.9% | +98.8% | -119.7% | -27.1% |
| YTD | -14.7% | +87.2% | -101.9% | -21.3% |
| 1Y | -16.1% | +239.0% | -255.1% | -27.6% |
| 3Y | -1.5% | +679.5% | -681.0% | -25.1% |
| 5Y | +20.4% | +667.3% | -646.8% | -10.5% |
| 10Y | +180.0% | +1,301.0% | -1,121.0% | +74.7% |
| All | +180.0% | +1,300.1% | -1,120.1% | +74.7% |
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