+1,641.8%
TSM vs MCD
+204.7%
+1,437.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +5.1% |
| 7D | +4.4% | -1.9% | +6.4% | +5.1% |
| 30D | -7.0% | +16.6% | -23.6% | -11.7% |
| 3M | -1.8% | +0.9% | -2.8% | -2.5% |
| 6M | +2.7% | +1.5% | +1.2% | +1.3% |
| YTD | +37.1% | -8.3% | +45.4% | +39.9% |
| 1Y | +43.5% | -8.1% | +51.6% | +46.0% |
| 3Y | +341.5% | +10.3% | +331.2% | +304.6% |
| 5Y | +278.9% | +23.4% | +255.4% | +225.3% |
| 10Y | +1,641.8% | +205.9% | +1,435.9% | +1,199.4% |
| All | +1,641.8% | +204.7% | +1,437.1% | +1,199.4% |
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 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