+10.5%
MCD vs TER
+150.3%
-139.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.5% |
| 7D | +7.1% | -20.5% | +27.6% | +6.4% |
| 30D | +19.8% | -47.0% | +66.8% | +17.8% |
| 3M | +0.8% | -43.3% | +44.1% | -0.6% |
| 6M | -1.3% | -42.9% | +41.6% | -2.7% |
| YTD | -7.8% | +12.9% | -20.6% | -9.7% |
| 1Y | -5.0% | +18.2% | -23.1% | -7.0% |
| 3Y | +10.5% | +151.8% | -141.2% | +4.4% |
| All | +10.5% | +150.3% | -139.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling