-3.9%
MCD vs TW
+20.8%
-24.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +6.4% |
| 7D | +11.9% | +6.0% | +5.9% | +11.0% |
| 30D | +20.2% | +18.6% | +1.7% | +17.6% |
| 3M | +5.2% | +26.5% | -21.4% | +2.0% |
| 6M | 0.0% | +13.1% | -13.1% | -2.8% |
| YTD | -6.5% | +18.5% | -25.1% | -9.1% |
| 1Y | -3.9% | +21.7% | -25.7% | -7.3% |
| All | -3.9% | +20.8% | -24.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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