+180.0%
MCD vs TSN
-9.5%
+189.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.4% |
| 7D | -2.0% | -5.0% | +3.0% | -0.9% |
| 30D | -6.1% | -9.1% | +2.9% | -4.0% |
| 3M | -7.3% | -7.4% | +0.2% | -5.7% |
| 6M | -20.9% | -13.4% | -7.6% | -18.5% |
| YTD | -14.7% | -8.5% | -6.2% | -13.4% |
| 1Y | -16.1% | -3.2% | -12.9% | -16.2% |
| 3Y | -1.5% | +11.5% | -13.0% | -6.2% |
| 5Y | +20.4% | -19.5% | +40.0% | +23.4% |
| 10Y | +180.0% | -9.1% | +189.1% | +160.0% |
| All | +180.0% | -9.5% | +189.5% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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