+13,634.3%
TSM vs MCD
+2,031.2%
+11,603.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.5% |
| 7D | +2.7% | -2.8% | +5.6% | +3.9% |
| 30D | +3.6% | -6.0% | +9.6% | +6.1% |
| 3M | -3.4% | -5.6% | +2.2% | -1.8% |
| 6M | +20.6% | -21.9% | +42.5% | +32.3% |
| YTD | +41.9% | -14.7% | +56.6% | +49.8% |
| 1Y | +84.4% | -17.3% | +101.6% | +96.2% |
| 3Y | +380.2% | -2.2% | +382.4% | +365.1% |
| 5Y | +275.3% | +20.3% | +255.0% | +229.5% |
| 10Y | +1,751.4% | +180.7% | +1,570.7% | +997.6% |
| All | +13,634.3% | +2,031.2% | +11,603.1% | +2,222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling