-8.6%
MCD vs FAST
+38.4%
-47.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.6% | +5.0% | -6.6% | -2.5% |
| 30D | +16.0% | +8.6% | +7.5% | +14.3% |
| 3M | 0.0% | +6.9% | -7.0% | -1.3% |
| 6M | +0.9% | +29.6% | -28.6% | -3.6% |
| YTD | -8.7% | +41.4% | -50.1% | -16.3% |
| 1Y | -8.6% | +38.5% | -47.1% | -15.6% |
| All | -8.6% | +38.4% | -47.0% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling