+177.3%
MCD vs F
+98.4%
+78.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -2.8% | +5.3% | -8.2% | -3.8% |
| 30D | -6.0% | +4.6% | -10.6% | -6.9% |
| 3M | -5.6% | -3.7% | -1.9% | -5.2% |
| 6M | -21.9% | +16.8% | -38.7% | -24.9% |
| YTD | -14.7% | +15.3% | -30.0% | -17.9% |
| 1Y | -17.3% | +31.0% | -48.3% | -22.7% |
| 3Y | -2.2% | +45.4% | -47.6% | -13.0% |
| 5Y | +20.3% | +54.7% | -34.4% | -0.8% |
| All | +177.3% | +98.4% | +78.9% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling