+70.8%
MCD vs TW
+301.3%
-230.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.6% | +3.9% | -5.6% | -2.6% |
| 30D | +14.1% | +19.9% | -5.8% | +9.2% |
| 3M | +0.6% | +25.9% | -25.3% | -5.0% |
| 6M | 0.0% | +21.1% | -21.1% | -5.0% |
| YTD | -9.3% | +23.9% | -33.2% | -14.8% |
| 1Y | -9.3% | +21.2% | -30.5% | -14.4% |
| 3Y | +8.6% | +44.8% | -36.2% | -4.2% |
| 5Y | +21.9% | +41.4% | -19.5% | +6.9% |
| All | +70.8% | +301.3% | -230.6% | +6.4% |
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