+11,237.1%
TSM vs MCD
+2,217.5%
+9,019.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.8% | -10.0% | -10.5% |
| 7D | -18.2% | +8.0% | -26.3% | -20.9% |
| 30D | -26.8% | +19.6% | -46.4% | -32.2% |
| 3M | -14.5% | +2.2% | -16.7% | -15.8% |
| 6M | -10.0% | -1.1% | -8.9% | -10.7% |
| YTD | +17.1% | -7.2% | +24.4% | +19.0% |
| 1Y | +21.5% | -6.7% | +28.2% | +22.8% |
| 3Y | +300.4% | +11.6% | +288.8% | +265.6% |
| 5Y | +224.7% | +22.6% | +202.1% | +182.3% |
| 10Y | +1,372.7% | +218.4% | +1,154.2% | +724.8% |
| All | +11,237.1% | +2,217.5% | +9,019.6% | +1,744.6% |
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