+322.0%
TSM vs MCD
+10.9%
+311.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +6.2% |
| 7D | -7.6% | +7.1% | -14.7% | -5.9% |
| 30D | -20.5% | +19.8% | -40.3% | -17.0% |
| 3M | -10.0% | +0.8% | -10.8% | -9.2% |
| 6M | -10.1% | -1.3% | -8.7% | -9.3% |
| YTD | +24.5% | -7.8% | +32.3% | +24.7% |
| 1Y | +31.2% | -5.0% | +36.1% | +32.0% |
| 3Y | +322.0% | +10.5% | +311.4% | +335.1% |
| All | +322.0% | +10.9% | +311.1% | +335.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling