+193.4%
MCD vs TTMI
+394.2%
-200.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | -1.6% | +11.4% | -13.0% | -2.3% |
| 30D | +14.1% | -28.3% | +42.4% | +15.6% |
| 3M | +0.6% | -46.7% | +47.3% | +3.6% |
| 6M | 0.0% | -56.1% | +56.1% | +3.6% |
| YTD | -9.3% | +7.4% | -16.6% | -15.5% |
| 1Y | -9.3% | +17.4% | -26.7% | -16.9% |
| 3Y | +8.6% | +429.1% | -420.5% | -22.3% |
| 5Y | +21.9% | +418.8% | -396.9% | -15.5% |
| All | +193.4% | +394.2% | -200.8% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling