-21.9%
MCD vs TTMI
+17.4%
-39.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.4% | -1.0% |
| 7D | -2.8% | +5.9% | -8.7% | -2.4% |
| 30D | -6.0% | -4.3% | -1.7% | -6.0% |
| 3M | -5.6% | -32.0% | +26.5% | -6.8% |
| 6M | -21.9% | +19.5% | -41.3% | -24.3% |
| All | -21.9% | +17.4% | -39.2% | -24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling