+22.7%
MCD vs TW
+37.3%
-14.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +7.1% | +4.2% | +2.9% | +6.4% |
| 30D | +19.8% | +18.9% | +0.8% | +16.5% |
| 3M | +0.8% | +23.8% | -23.0% | -2.6% |
| 6M | -1.3% | +17.0% | -18.3% | -4.1% |
| YTD | -7.8% | +19.2% | -27.0% | -10.9% |
| 1Y | -5.0% | +20.1% | -25.1% | -8.3% |
| 3Y | +10.5% | +40.5% | -30.0% | +3.1% |
| All | +22.7% | +37.3% | -14.6% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling