-7.4%
T vs MCD
-6.3%
-1.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.4% |
| 7D | +2.0% | -1.9% | +3.9% | +2.6% |
| 30D | -1.0% | +16.6% | -17.6% | -6.4% |
| 3M | -8.1% | +0.9% | -9.1% | -9.3% |
| 6M | -8.3% | +1.5% | -9.7% | -9.6% |
| YTD | -6.1% | -8.3% | +2.2% | -4.7% |
| 1Y | -7.4% | -8.1% | +0.8% | -6.4% |
| All | -7.4% | -6.3% | -1.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling