-1.2%
MCD vs TSEM
+672.8%
-674.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.8% | -9.4% | -1.3% |
| 7D | -2.8% | +6.9% | -9.7% | -2.6% |
| 30D | -6.0% | +5.3% | -11.3% | -5.8% |
| 3M | -5.6% | -14.9% | +9.3% | -5.6% |
| 6M | -21.9% | +80.0% | -101.9% | -21.3% |
| YTD | -14.7% | +89.4% | -104.1% | -14.1% |
| 1Y | -17.3% | +253.1% | -270.4% | -16.9% |
| All | -1.2% | +672.8% | -674.1% | -4.5% |
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