-1.5%
MCD vs TW
+21.9%
-23.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.5% |
| 7D | -2.0% | -3.5% | +1.4% | -1.6% |
| 30D | -6.1% | +0.5% | -6.6% | -6.2% |
| 3M | -7.3% | +4.9% | -12.2% | -8.1% |
| 6M | -20.9% | -17.1% | -3.8% | -19.4% |
| YTD | -14.7% | -3.9% | -10.8% | -14.7% |
| 1Y | -16.1% | -13.3% | -2.9% | -14.9% |
| 3Y | -1.5% | +20.9% | -22.4% | -1.2% |
| All | -1.5% | +21.9% | -23.4% | -1.2% |
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