+18.1%
MCD vs TSLL
-62.0%
+80.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -21.9% | +21.1% | -0.7% |
| 7D | +8.0% | -28.9% | +36.9% | +8.2% |
| 30D | +19.6% | -21.4% | +41.0% | +19.7% |
| 3M | +2.2% | +5.0% | -2.8% | +2.1% |
| 6M | -1.1% | -36.6% | +35.4% | -1.1% |
| YTD | -7.2% | -56.6% | +49.4% | -6.9% |
| 1Y | -6.7% | -60.9% | +54.2% | -6.3% |
| 3Y | +11.6% | -25.2% | +36.8% | +8.3% |
| All | +18.1% | -62.0% | +80.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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