+211.7%
MCD vs TER
+897.7%
-686.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.7% |
| 7D | +7.1% | -20.5% | +27.6% | +8.9% |
| 30D | +19.8% | -47.0% | +66.8% | +25.6% |
| 3M | +0.8% | -43.3% | +44.1% | +4.7% |
| 6M | -1.3% | -42.9% | +41.6% | +0.8% |
| YTD | -7.8% | +12.9% | -20.6% | -14.5% |
| 1Y | -5.0% | +18.2% | -23.1% | -12.6% |
| 3Y | +10.5% | +151.8% | -141.2% | -13.3% |
| 5Y | +22.0% | +54.2% | -32.2% | +1.5% |
| All | +211.7% | +897.7% | -686.1% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling