+22.6%
MCD vs TT
+128.8%
-106.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.2% |
| 7D | +8.0% | -9.0% | +17.0% | +9.3% |
| 30D | +19.6% | -17.6% | +37.2% | +22.5% |
| 3M | +2.2% | -18.7% | +20.9% | +4.8% |
| 6M | -1.1% | -17.4% | +16.3% | +0.8% |
| YTD | -7.2% | +1.5% | -8.8% | -8.9% |
| 1Y | -6.7% | -9.4% | +2.7% | -6.6% |
| 3Y | +11.6% | +85.1% | -73.5% | -7.1% |
| 5Y | +22.6% | +125.7% | -103.1% | -7.8% |
| All | +22.6% | +128.8% | -106.1% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling