+211.3%
MCD vs TTMI
+476.8%
-265.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +13.3% | -11.5% | +1.0% |
| 7D | +5.9% | -1.6% | +7.6% | +5.8% |
| 30D | +19.6% | -37.7% | +57.4% | +22.3% |
| 3M | +3.3% | -45.1% | +48.4% | +6.2% |
| 6M | +3.5% | -52.1% | +55.6% | +6.4% |
| YTD | -6.1% | +9.2% | -15.3% | -12.7% |
| 1Y | -3.7% | +12.9% | -16.6% | -11.3% |
| 3Y | +13.4% | +445.5% | -432.1% | -19.2% |
| 5Y | +25.2% | +427.9% | -402.7% | -13.3% |
| 10Y | +211.3% | +449.9% | -238.6% | +103.0% |
| All | +211.3% | +476.8% | -265.5% | +103.0% |
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