-16.1%
MCD vs TTMI
+170.6%
-186.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | +0.2% |
| 7D | -2.0% | +12.2% | -14.2% | -1.4% |
| 30D | -6.1% | -5.7% | -0.4% | -6.2% |
| 3M | -7.3% | -27.5% | +20.2% | -8.1% |
| 6M | -20.9% | +47.1% | -68.1% | -20.5% |
| YTD | -14.7% | +87.5% | -102.1% | -13.0% |
| 1Y | -16.1% | +175.2% | -191.3% | -9.8% |
| All | -16.1% | +170.6% | -186.7% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling