+5,979.9%
MCD vs TSN
+890.5%
+5,089.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -2.8% | -6.3% | +3.5% | -1.8% |
| 30D | -6.0% | -10.8% | +4.8% | -4.3% |
| 3M | -5.6% | -8.8% | +3.2% | -4.3% |
| 6M | -21.9% | -16.8% | -5.0% | -19.6% |
| YTD | -14.7% | -10.0% | -4.7% | -13.5% |
| 1Y | -17.3% | -5.3% | -12.0% | -16.9% |
| 3Y | -2.2% | +8.5% | -10.7% | -4.6% |
| 5Y | +20.3% | -22.9% | +43.2% | +23.1% |
| 10Y | +180.7% | -12.6% | +193.3% | +173.9% |
| All | +5,979.9% | +890.5% | +5,089.5% | +2,948.9% |
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