+8.6%
MCD vs TSEM
+547.1%
-538.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.9% |
| 7D | -1.6% | +7.0% | -8.6% | -1.3% |
| 30D | +14.1% | -29.8% | +43.9% | +12.7% |
| 3M | +0.6% | -41.9% | +42.5% | -1.1% |
| 6M | 0.0% | -45.8% | +45.8% | -1.4% |
| YTD | -9.3% | +25.1% | -34.4% | -9.4% |
| 1Y | -9.3% | +48.2% | -57.5% | -9.4% |
| 3Y | +8.6% | +476.5% | -467.9% | +3.0% |
| All | +8.6% | +547.1% | -538.5% | +3.0% |
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