+211.3%
MCD vs TT
+782.6%
-571.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +0.6% |
| 7D | +5.9% | +1.7% | +4.2% | +5.4% |
| 30D | +19.6% | -11.8% | +31.5% | +23.3% |
| 3M | +3.3% | -12.6% | +15.9% | +6.5% |
| 6M | +3.5% | -9.4% | +12.9% | +5.1% |
| YTD | -6.1% | +8.8% | -14.9% | -10.1% |
| 1Y | -3.7% | -2.5% | -1.1% | -4.9% |
| 3Y | +13.4% | +95.7% | -82.3% | -13.8% |
| 5Y | +25.2% | +135.7% | -110.6% | -13.4% |
| 10Y | +211.3% | +750.6% | -539.4% | +48.3% |
| All | +211.3% | +782.6% | -571.3% | +48.3% |
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