+13.4%
MCD vs TER
+186.1%
-172.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.7% | -11.0% | +2.2% |
| 7D | +5.9% | -5.8% | +11.7% | +5.8% |
| 30D | +19.6% | -38.9% | +58.6% | +18.2% |
| 3M | +3.3% | -35.1% | +38.4% | +2.3% |
| 6M | +3.5% | -31.6% | +35.1% | +2.4% |
| YTD | -6.1% | +27.2% | -33.4% | -7.8% |
| 1Y | -3.7% | +35.2% | -38.9% | -5.4% |
| 3Y | +13.4% | +192.8% | -179.4% | +8.2% |
| All | +13.4% | +186.1% | -172.7% | +8.2% |
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 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