+25.2%
MCD vs TT
+139.1%
-113.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.2% |
| 7D | +5.9% | +1.7% | +4.2% | +5.7% |
| 30D | +19.6% | -11.8% | +31.5% | +21.5% |
| 3M | +3.3% | -12.6% | +15.9% | +4.9% |
| 6M | +3.5% | -9.4% | +12.9% | +4.2% |
| YTD | -6.1% | +8.8% | -14.9% | -8.6% |
| 1Y | -3.7% | -2.5% | -1.1% | -4.5% |
| 3Y | +13.4% | +95.7% | -82.3% | -6.2% |
| 5Y | +25.2% | +135.7% | -110.6% | -5.9% |
| All | +25.2% | +139.1% | -113.9% | -5.9% |
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