+211.3%
MCD vs TSN
+13.2%
+198.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +5.9% | +4.9% | +1.1% | +4.7% |
| 30D | +19.6% | +12.1% | +7.6% | +16.3% |
| 3M | +3.3% | +4.1% | -0.9% | +2.1% |
| 6M | +3.5% | -10.9% | +14.4% | +6.1% |
| YTD | -6.1% | +4.8% | -10.9% | -7.8% |
| 1Y | -3.7% | +17.6% | -21.3% | -8.3% |
| 3Y | +13.4% | +43.2% | -29.9% | +1.3% |
| 5Y | +25.2% | -13.9% | +39.0% | +26.6% |
| 10Y | +211.3% | +11.8% | +199.4% | +177.0% |
| All | +211.3% | +13.2% | +198.1% | +177.0% |
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