+5,979.9%
MCD vs TER
+14,183.4%
-8,203.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -2.0% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -6.0% | -8.3% | +2.3% | -5.5% |
| 3M | -5.6% | -12.2% | +6.6% | -5.7% |
| 6M | -21.9% | +17.1% | -38.9% | -24.7% |
| YTD | -14.7% | +84.7% | -99.4% | -21.7% |
| 1Y | -17.3% | +199.9% | -217.2% | -28.0% |
| 3Y | -2.2% | +232.8% | -234.9% | -17.7% |
| 5Y | +20.3% | +198.6% | -178.3% | +0.5% |
| 10Y | +180.7% | +1,669.7% | -1,489.0% | +93.2% |
| All | +5,979.9% | +14,183.4% | -8,203.5% | +2,778.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling