+323.5%
TSM vs MCD
+13.5%
+310.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.1% |
| 7D | -2.1% | +7.3% | -9.3% | -0.3% |
| 30D | -12.5% | +20.0% | -32.5% | -8.7% |
| 3M | -5.0% | +3.8% | -8.8% | -3.6% |
| 6M | -3.2% | +3.8% | -7.0% | -1.6% |
| YTD | +31.5% | -5.9% | +37.4% | +32.3% |
| 1Y | +35.7% | -3.2% | +38.9% | +37.1% |
| 3Y | +323.5% | +13.3% | +310.2% | +345.2% |
| All | +323.5% | +13.5% | +310.0% | +345.2% |
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