+193.4%
MCD vs TER
+998.2%
-804.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.2% |
| 7D | -1.6% | +14.4% | -16.0% | -2.8% |
| 30D | +14.1% | -30.6% | +44.7% | +17.0% |
| 3M | +0.6% | -39.2% | +39.8% | +3.9% |
| 6M | 0.0% | -31.3% | +31.3% | +0.5% |
| YTD | -9.3% | +29.1% | -38.3% | -16.8% |
| 1Y | -9.3% | +47.4% | -56.7% | -18.4% |
| 3Y | +8.6% | +191.2% | -182.6% | -15.9% |
| 5Y | +21.9% | +74.0% | -52.1% | +0.6% |
| All | +193.4% | +998.2% | -804.7% | +71.2% |
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