-17.3%
MCD vs TER
+203.7%
-221.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -7.0% | -1.2% |
| 7D | -2.8% | +0.6% | -3.4% | -2.8% |
| 30D | -6.0% | -8.3% | +2.3% | -6.4% |
| 3M | -5.6% | -12.2% | +6.7% | -5.8% |
| 6M | -21.9% | +17.0% | -38.9% | -21.4% |
| YTD | -14.7% | +84.6% | -99.3% | -12.3% |
| 1Y | -17.3% | +199.8% | -217.1% | -13.5% |
| All | -17.3% | +203.7% | -221.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 1y: compounded portfolio wealth divided by compounded TER 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…
1y analysis · Full analysis span regression · 6 months rolling