+5,979.9%
MCD vs TT
+16,138.6%
-10,158.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -6.0% | -7.4% | +1.4% | -4.6% |
| 3M | -5.6% | -3.2% | -2.4% | -5.3% |
| 6M | -21.9% | +1.1% | -23.0% | -22.5% |
| YTD | -14.7% | +15.6% | -30.3% | -18.0% |
| 1Y | -17.3% | +9.2% | -26.4% | -19.6% |
| 3Y | -2.2% | +124.4% | -126.5% | -20.0% |
| 5Y | +20.3% | +138.0% | -117.7% | -4.0% |
| 10Y | +180.7% | +886.4% | -705.7% | +65.2% |
| All | +5,979.9% | +16,138.6% | -10,158.7% | +1,636.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling