+22.7%
MCD vs F
-12.6%
+35.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +7.1% | +1.6% | +5.6% | +7.0% |
| 30D | +19.8% | +2.6% | +17.1% | +19.5% |
| 3M | +0.8% | -8.8% | +9.6% | +1.6% |
| 6M | -1.3% | +4.6% | -5.9% | -2.3% |
| YTD | -7.8% | -1.9% | -5.9% | -8.2% |
| 1Y | -5.0% | -0.8% | -4.2% | -5.6% |
| 3Y | +10.5% | +43.5% | -32.9% | +3.7% |
| All | +22.7% | -12.6% | +35.3% | +20.1% |
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 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