+59.2%
MCD vs TW
+211.2%
-152.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -6.7% | -0.6% | -6.1% | -6.7% |
| 3M | -9.6% | +3.4% | -13.0% | -10.6% |
| 6M | -22.3% | -18.4% | -3.9% | -18.8% |
| YTD | -15.4% | -3.9% | -11.5% | -15.5% |
| 1Y | -16.8% | -13.3% | -3.5% | -14.7% |
| 3Y | -2.4% | +20.8% | -23.2% | -10.4% |
| 5Y | +19.4% | +20.3% | -0.9% | +7.9% |
| All | +59.2% | +211.2% | -152.1% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling