+11.2%
MCD vs FAST
+91.5%
-80.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +8.0% | +0.7% | +7.4% | +7.9% |
| 30D | +19.6% | +4.6% | +15.0% | +18.6% |
| 3M | +2.2% | +6.4% | -4.2% | +0.9% |
| 6M | -1.1% | +20.6% | -21.7% | -4.7% |
| YTD | -7.2% | +34.7% | -41.9% | -13.0% |
| 1Y | -6.7% | +29.7% | -36.4% | -11.8% |
| All | +11.2% | +91.5% | -80.3% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling