+60.5%
MCD vs TW
+221.1%
-160.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -2.8% | -2.3% | -0.5% | -2.3% |
| 30D | -6.0% | +3.9% | -9.9% | -6.9% |
| 3M | -5.6% | +5.7% | -11.3% | -7.2% |
| 6M | -21.9% | -14.5% | -7.3% | -19.3% |
| YTD | -14.7% | -0.9% | -13.8% | -15.4% |
| 1Y | -17.3% | -13.5% | -3.8% | -15.1% |
| 3Y | -2.2% | +25.0% | -27.1% | -10.9% |
| 5Y | +20.3% | +22.7% | -2.4% | +8.3% |
| All | +60.5% | +221.1% | -160.6% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling