+10.5%
MCD vs TTMI
+355.9%
-345.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.9% | -7.4% | -0.2% |
| 7D | +7.1% | -19.8% | +26.9% | +6.3% |
| 30D | +19.8% | -48.1% | +67.9% | +17.4% |
| 3M | +0.8% | -51.2% | +52.0% | -1.2% |
| 6M | -1.3% | -59.6% | +58.3% | -3.6% |
| YTD | -7.8% | -3.6% | -4.1% | -9.4% |
| 1Y | -5.0% | -2.3% | -2.6% | -6.6% |
| 3Y | +10.5% | +369.4% | -358.8% | +2.5% |
| All | +10.5% | +355.9% | -345.3% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling