+181.3%
MCD vs TTMI
+1,044.1%
-862.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.6% |
| 7D | -2.9% | +7.5% | -10.3% | -3.4% |
| 30D | -6.7% | -4.5% | -2.3% | -6.6% |
| 3M | -9.6% | -28.5% | +19.0% | -8.0% |
| 6M | -22.3% | +28.4% | -50.7% | -26.0% |
| YTD | -15.4% | +80.1% | -95.5% | -22.8% |
| 1Y | -16.8% | +161.0% | -177.8% | -28.1% |
| 3Y | -2.4% | +862.4% | -864.8% | -31.9% |
| 5Y | +19.4% | +812.9% | -793.6% | -18.6% |
| 10Y | +181.3% | +1,094.7% | -913.4% | +82.1% |
| All | +181.3% | +1,044.1% | -862.8% | +82.1% |
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