+6,511.4%
MCD vs F
+533.8%
+5,977.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +8.0% | +1.4% | +6.7% | +7.8% |
| 30D | +19.6% | +2.0% | +17.6% | +19.2% |
| 3M | +2.2% | -10.4% | +12.6% | +3.9% |
| 6M | -1.1% | +9.7% | -10.9% | -3.5% |
| YTD | -7.2% | -1.2% | -6.1% | -8.1% |
| 1Y | -6.7% | 0.0% | -6.7% | -7.8% |
| 3Y | +11.6% | +41.1% | -29.5% | +1.7% |
| 5Y | +22.6% | -11.4% | +34.1% | +17.7% |
| 10Y | +218.4% | +85.0% | +133.4% | +155.6% |
| All | +6,511.4% | +533.8% | +5,977.6% | +3,119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling