+11.2%
MCD vs F
+41.1%
-29.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +8.0% | +1.4% | +6.7% | +7.9% |
| 30D | +19.6% | +2.0% | +17.6% | +19.5% |
| 3M | +2.2% | -10.4% | +12.6% | +2.7% |
| 6M | -1.1% | +9.7% | -10.9% | -2.3% |
| YTD | -7.2% | -1.2% | -6.1% | -7.7% |
| 1Y | -6.7% | 0.0% | -6.7% | -7.3% |
| All | +11.2% | +41.1% | -29.9% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling