+1,703.6%
MCD vs TTMI
+220.0%
+1,483.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.9% | -7.4% | -1.0% |
| 7D | +7.1% | -19.8% | +26.9% | +8.4% |
| 30D | +19.8% | -48.1% | +67.9% | +24.0% |
| 3M | +0.8% | -51.2% | +52.0% | +4.5% |
| 6M | -1.3% | -59.6% | +58.3% | +2.7% |
| YTD | -7.8% | -3.6% | -4.1% | -10.9% |
| 1Y | -5.0% | -2.3% | -2.6% | -8.7% |
| 3Y | +10.5% | +369.4% | -358.8% | -7.8% |
| 5Y | +22.0% | +365.4% | -343.5% | +0.5% |
| 10Y | +216.7% | +413.2% | -196.5% | +153.6% |
| All | +1,703.6% | +220.0% | +1,483.6% | +1,176.1% |
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