+213.3%
MCD vs FAST
+545.6%
-332.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +7.3% | +4.8% | +2.5% | +6.0% |
| 30D | +20.0% | +8.6% | +11.3% | +17.3% |
| 3M | +3.8% | +5.7% | -1.9% | +2.2% |
| 6M | +3.8% | +25.5% | -21.7% | -2.6% |
| YTD | -5.9% | +39.6% | -45.5% | -14.6% |
| 1Y | -3.2% | +35.5% | -38.7% | -11.5% |
| 3Y | +13.3% | +96.2% | -82.9% | -8.2% |
| 5Y | +25.2% | +110.2% | -85.0% | -2.0% |
| 10Y | +213.3% | +531.8% | -318.5% | +88.0% |
| All | +213.3% | +545.6% | -332.3% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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