-1.5%
MCD vs TSN
+8.7%
-10.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -2.8% | -6.3% | +3.5% | -1.7% |
| 30D | -6.0% | -10.8% | +4.8% | -4.1% |
| 3M | -5.6% | -8.8% | +3.2% | -4.2% |
| 6M | -21.9% | -16.8% | -5.0% | -19.5% |
| YTD | -14.7% | -10.0% | -4.7% | -13.6% |
| 1Y | -17.3% | -5.3% | -12.0% | -17.2% |
| All | -1.5% | +8.7% | -10.2% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling