+22.6%
MCD vs F
-13.3%
+36.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.4% |
| 3M | +2.2% | -10.4% | +12.6% | +3.1% |
| 6M | -1.1% | +9.7% | -10.9% | -2.7% |
| YTD | -7.2% | -1.2% | -6.1% | -7.8% |
| 1Y | -6.7% | 0.0% | -6.7% | -7.4% |
| 3Y | +11.6% | +41.1% | -29.5% | +4.9% |
| 5Y | +22.6% | -11.4% | +34.1% | +19.1% |
| All | +22.6% | -13.3% | +36.0% | +19.1% |
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