+6,475.2%
MCD vs TSN
+1,049.6%
+5,425.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +7.1% | +4.6% | +2.5% | +6.3% |
| 30D | +19.8% | +15.4% | +4.3% | +16.9% |
| 3M | +0.8% | +2.9% | -2.1% | +0.3% |
| 6M | -1.3% | -10.8% | +9.5% | +0.4% |
| YTD | -7.8% | +4.5% | -12.2% | -8.8% |
| 1Y | -5.0% | +19.5% | -24.5% | -8.2% |
| 3Y | +10.5% | +42.2% | -31.7% | +3.0% |
| 5Y | +22.0% | -14.2% | +36.2% | +22.7% |
| 10Y | +216.7% | +15.4% | +201.3% | +195.9% |
| All | +6,475.2% | +1,049.6% | +5,425.7% | +3,115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling