+22.7%
MCD vs TT
+129.2%
-106.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.8% |
| 7D | +7.1% | -2.0% | +9.1% | +7.4% |
| 30D | +19.8% | -14.0% | +33.8% | +22.0% |
| 3M | +0.8% | -15.9% | +16.7% | +2.9% |
| 6M | -1.3% | -17.3% | +16.0% | +0.7% |
| YTD | -7.8% | +4.0% | -11.7% | -9.7% |
| 1Y | -5.0% | -7.1% | +2.2% | -5.1% |
| 3Y | +10.5% | +90.2% | -79.7% | -8.4% |
| All | +22.7% | +129.2% | -106.5% | -7.7% |
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