+211.7%
MCD vs TT
+764.8%
-553.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 7D | +7.1% | -2.0% | +9.1% | +7.6% |
| 30D | +19.8% | -14.0% | +33.8% | +24.2% |
| 3M | +0.8% | -15.9% | +16.7% | +5.0% |
| 6M | -1.3% | -17.3% | +16.0% | +2.8% |
| YTD | -7.8% | +4.0% | -11.7% | -10.6% |
| 1Y | -5.0% | -7.1% | +2.2% | -4.9% |
| 3Y | +10.5% | +90.2% | -79.7% | -15.5% |
| 5Y | +22.0% | +131.1% | -109.1% | -15.5% |
| All | +211.7% | +764.8% | -553.1% | +49.3% |
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