+3,833.5%
MCD vs TSEM
-31.2%
+3,864.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.4% | -0.7% |
| 7D | +7.1% | -17.5% | +24.6% | +7.8% |
| 30D | +19.8% | -44.7% | +64.4% | +22.2% |
| 3M | +0.8% | -38.9% | +39.7% | +2.3% |
| 6M | -1.3% | -36.7% | +35.4% | -0.8% |
| YTD | -7.8% | +17.0% | -24.7% | -10.1% |
| 1Y | -5.0% | +62.8% | -67.8% | -8.8% |
| 3Y | +10.5% | +471.3% | -460.7% | -0.8% |
| 5Y | +22.0% | +290.3% | -268.3% | +10.8% |
| 10Y | +216.7% | +790.1% | -573.4% | +174.5% |
| All | +3,833.5% | -31.2% | +3,864.8% | +3,045.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling