+21.6%
MCD vs F
+55.4%
-33.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -2.8% | +5.3% | -8.2% | -3.3% |
| 30D | -6.0% | +4.6% | -10.6% | -6.4% |
| 3M | -5.6% | -3.7% | -1.9% | -5.3% |
| 6M | -21.9% | +16.8% | -38.7% | -23.4% |
| YTD | -14.7% | +15.3% | -30.0% | -16.4% |
| 1Y | -17.3% | +31.0% | -48.3% | -20.1% |
| 3Y | -2.2% | +45.4% | -47.6% | -7.9% |
| All | +21.6% | +55.4% | -33.8% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling