-8.1%
MCD vs TT
-0.9%
-7.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.6% |
| 7D | -1.9% | +3.5% | -5.4% | -1.8% |
| 30D | +16.6% | -11.0% | +27.7% | +16.1% |
| 3M | +0.9% | -12.0% | +13.0% | +0.5% |
| 6M | +1.5% | -10.4% | +11.9% | +0.8% |
| YTD | -8.3% | +9.9% | -18.3% | -10.2% |
| 1Y | -8.1% | +1.5% | -9.6% | -8.1% |
| All | -8.1% | -0.9% | -7.2% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling