+177.3%
MCD vs TT
+887.4%
-710.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.7% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -6.0% | -7.2% | +1.1% | -4.2% |
| 3M | -5.6% | -3.0% | -2.6% | -5.3% |
| 6M | -21.9% | +1.4% | -23.2% | -22.9% |
| YTD | -14.7% | +15.9% | -30.6% | -19.3% |
| 1Y | -17.3% | +9.4% | -26.7% | -20.7% |
| 3Y | -2.2% | +124.4% | -126.5% | -28.6% |
| 5Y | +20.3% | +138.0% | -117.7% | -15.9% |
| All | +177.3% | +887.4% | -710.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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