+301.0%
MCD vs FANG
+1,373.6%
-1,072.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.0% | -1.7% | -0.3% | -1.9% |
| 30D | -6.1% | +6.8% | -12.9% | -6.7% |
| 3M | -7.3% | +1.3% | -8.5% | -7.5% |
| 6M | -20.9% | +11.8% | -32.7% | -22.1% |
| YTD | -14.7% | +35.1% | -49.7% | -17.5% |
| 1Y | -16.1% | +48.9% | -65.1% | -19.8% |
| 3Y | -1.5% | +42.8% | -44.3% | -6.7% |
| 5Y | +20.4% | +230.3% | -209.8% | +2.2% |
| 10Y | +180.0% | +167.0% | +13.0% | +109.7% |
| All | +301.0% | +1,373.6% | -1,072.5% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling