+25.2%
MCD vs TER
+73.2%
-48.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.7% | -11.0% | +1.7% |
| 7D | +5.9% | -5.8% | +11.7% | +5.9% |
| 30D | +19.6% | -38.9% | +58.6% | +20.2% |
| 3M | +3.3% | -35.1% | +38.4% | +3.6% |
| 6M | +3.5% | -31.6% | +35.1% | +3.0% |
| YTD | -6.1% | +27.2% | -33.4% | -10.1% |
| 1Y | -3.7% | +35.2% | -38.9% | -8.1% |
| 3Y | +13.4% | +192.8% | -179.4% | -1.4% |
| 5Y | +25.2% | +72.4% | -47.3% | +11.2% |
| All | +25.2% | +73.2% | -48.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling