+5,979.9%
MCD vs F
+639.5%
+5,340.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -2.8% | +5.3% | -8.2% | -3.7% |
| 30D | -6.0% | +4.6% | -10.6% | -6.8% |
| 3M | -5.6% | -3.7% | -1.9% | -5.2% |
| 6M | -21.9% | +16.8% | -38.7% | -24.5% |
| YTD | -14.7% | +15.3% | -30.0% | -17.6% |
| 1Y | -17.3% | +31.0% | -48.3% | -22.0% |
| 3Y | -2.2% | +45.4% | -47.6% | -11.3% |
| 5Y | +20.3% | +54.7% | -34.4% | +4.5% |
| 10Y | +180.7% | +98.2% | +82.5% | +122.7% |
| All | +5,979.9% | +639.5% | +5,340.4% | +2,786.9% |
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