+1,567.8%
MCD vs TTMI
+504.4%
+1,063.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.4% | -2.1% |
| 7D | -2.8% | +5.9% | -8.7% | -3.2% |
| 30D | -6.0% | -4.3% | -1.7% | -5.9% |
| 3M | -5.6% | -32.0% | +26.5% | -3.9% |
| 6M | -21.9% | +19.5% | -41.3% | -24.2% |
| YTD | -14.7% | +82.0% | -96.7% | -20.2% |
| 1Y | -17.3% | +172.6% | -189.9% | -25.5% |
| 3Y | -2.2% | +744.7% | -746.8% | -20.8% |
| 5Y | +20.3% | +805.6% | -785.3% | -4.3% |
| 10Y | +180.7% | +1,057.6% | -876.9% | +114.7% |
| All | +1,567.8% | +504.4% | +1,063.4% | +1,042.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling