-8.1%
MCD vs TER
+45.2%
-53.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.9% | -2.0% |
| 7D | -1.9% | +5.9% | -7.8% | -1.5% |
| 30D | +16.6% | -30.8% | +47.4% | +14.2% |
| 3M | +0.9% | -29.9% | +30.9% | -0.8% |
| 6M | +1.5% | -27.5% | +28.9% | -0.3% |
| YTD | -8.3% | +37.5% | -45.8% | -8.0% |
| 1Y | -8.1% | +50.3% | -58.4% | -7.9% |
| All | -8.1% | +45.2% | -53.4% | -7.9% |
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