+1,643.1%
TSM vs MCD
+200.8%
+1,442.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +6.2% | -1.6% | +7.8% | +6.7% |
| 30D | -7.3% | +14.1% | -21.4% | -11.4% |
| 3M | -7.1% | +0.6% | -7.7% | -7.7% |
| 6M | +0.2% | 0.0% | +0.2% | -0.7% |
| YTD | +32.2% | -9.3% | +41.5% | +35.5% |
| 1Y | +42.8% | -9.3% | +52.1% | +46.0% |
| 3Y | +330.4% | +8.6% | +321.8% | +296.4% |
| 5Y | +263.9% | +21.9% | +242.0% | +213.2% |
| All | +1,643.1% | +200.8% | +1,442.3% | +1,019.9% |
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