-1.5%
MCD vs FAST
+86.1%
-87.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -2.8% | -0.4% | -2.5% | -2.8% |
| 30D | -6.0% | -0.8% | -5.2% | -5.9% |
| 3M | -5.6% | +5.8% | -11.3% | -6.6% |
| 6M | -21.9% | +8.0% | -29.8% | -23.1% |
| YTD | -14.7% | +25.6% | -40.3% | -18.4% |
| 1Y | -17.3% | +0.8% | -18.1% | -17.9% |
| All | -1.5% | +86.1% | -87.6% | -7.8% |
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