+10.5%
MCD vs TSEM
+468.0%
-457.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.4% | -0.3% |
| 7D | +7.1% | -17.5% | +24.6% | +6.3% |
| 30D | +19.8% | -44.7% | +64.4% | +17.2% |
| 3M | +0.8% | -38.9% | +39.7% | -0.8% |
| 6M | -1.3% | -36.7% | +35.4% | -2.8% |
| YTD | -7.8% | +17.0% | -24.7% | -8.2% |
| 1Y | -5.0% | +62.8% | -67.8% | -5.3% |
| 3Y | +10.5% | +471.3% | -460.7% | +4.4% |
| All | +10.5% | +468.0% | -457.4% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling