+18.9%
MCD vs FANG
+228.0%
-209.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.2% |
| 7D | -2.5% | +1.2% | -3.7% | -2.6% |
| 30D | -7.0% | +2.4% | -9.4% | -7.1% |
| 3M | -9.8% | +5.1% | -14.9% | -10.0% |
| 6M | -21.8% | +16.4% | -38.2% | -22.3% |
| YTD | -15.6% | +39.0% | -54.5% | -16.9% |
| 1Y | -15.2% | +50.6% | -65.8% | -16.8% |
| 3Y | -2.6% | +46.9% | -49.5% | -5.5% |
| 5Y | +18.9% | +238.2% | -219.4% | +5.2% |
| All | +18.9% | +228.0% | -209.2% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling