+176.9%
MCD vs FANG
+182.5%
-5.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.2% | +2.9% | -4.1% | -1.5% |
| 30D | -7.8% | +2.6% | -10.4% | -8.0% |
| 3M | -10.7% | +7.6% | -18.3% | -11.5% |
| 6M | -21.3% | +17.3% | -38.6% | -22.8% |
| YTD | -15.8% | +38.7% | -54.4% | -18.8% |
| 1Y | -16.0% | +51.6% | -67.7% | -19.9% |
| 3Y | -3.0% | +50.0% | -52.9% | -8.7% |
| 5Y | +18.6% | +237.6% | -218.9% | -0.5% |
| All | +176.9% | +182.5% | -5.5% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling