+36.0%
TSM vs MCD
-3.6%
+39.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.8% | +0.2% |
| 7D | -10.0% | +11.9% | -21.8% | -5.9% |
| 30D | -18.5% | +20.2% | -38.8% | -12.7% |
| 3M | -4.9% | +5.2% | -10.0% | -2.3% |
| 6M | -1.0% | 0.0% | -1.0% | +1.0% |
| YTD | +31.3% | -6.5% | +37.8% | +35.8% |
| 1Y | +36.0% | -3.9% | +39.9% | +40.5% |
| All | +36.0% | -3.6% | +39.6% | +40.5% |
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