+6,511.4%
MCD vs TER
+8,410.9%
-1,899.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.2% | +14.5% | +0.5% |
| 7D | +8.0% | -28.2% | +36.2% | +10.9% |
| 30D | +19.6% | -50.6% | +70.2% | +26.7% |
| 3M | +2.2% | -45.3% | +47.5% | +6.8% |
| 6M | -1.1% | -40.4% | +39.2% | +1.1% |
| YTD | -7.2% | +10.0% | -17.3% | -11.5% |
| 1Y | -6.7% | +13.6% | -20.3% | -11.4% |
| 3Y | +11.6% | +145.2% | -133.6% | -4.5% |
| 5Y | +22.6% | +50.4% | -27.7% | +8.5% |
| 10Y | +218.4% | +882.9% | -664.5% | +129.3% |
| All | +6,511.4% | +8,410.9% | -1,899.6% | +3,153.6% |
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