+10.5%
MCD vs FAST
+91.8%
-81.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +7.1% | +2.1% | +5.0% | +6.7% |
| 30D | +19.8% | +6.9% | +12.9% | +18.3% |
| 3M | +0.8% | +4.8% | -4.0% | -0.2% |
| 6M | -1.3% | +19.8% | -21.1% | -4.8% |
| YTD | -7.8% | +34.9% | -42.6% | -13.5% |
| 1Y | -5.0% | +32.8% | -37.7% | -10.6% |
| 3Y | +10.5% | +93.7% | -83.2% | -6.8% |
| All | +10.5% | +91.8% | -81.2% | -6.8% |
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