+1,753.6%
TSM vs MCD
+178.5%
+1,575.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +6.0% | -2.0% | +8.1% | +6.7% |
| 30D | +4.5% | -6.1% | +10.7% | +6.6% |
| 3M | +3.1% | -7.3% | +10.4% | +5.2% |
| 6M | +30.2% | -20.9% | +51.1% | +40.6% |
| YTD | +45.2% | -14.7% | +59.9% | +52.2% |
| 1Y | +79.6% | -16.1% | +95.7% | +88.7% |
| 3Y | +411.0% | -1.5% | +412.5% | +390.3% |
| 5Y | +290.7% | +20.4% | +270.3% | +236.3% |
| 10Y | +1,753.6% | +180.0% | +1,573.6% | +1,140.6% |
| All | +1,753.6% | +178.5% | +1,575.1% | +1,140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling