+8.6%
MCD vs TW
+44.1%
-35.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -1.6% | +3.9% | -5.6% | -2.2% |
| 30D | +14.1% | +19.9% | -5.8% | +11.1% |
| 3M | +0.6% | +25.9% | -25.3% | -2.8% |
| 6M | 0.0% | +21.1% | -21.1% | -3.2% |
| YTD | -9.3% | +23.9% | -33.2% | -12.7% |
| 1Y | -9.3% | +21.2% | -30.5% | -12.4% |
| 3Y | +8.6% | +44.8% | -36.2% | +4.4% |
| All | +8.6% | +44.1% | -35.5% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling