+25.2%
MCD vs FAST
+110.4%
-85.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +7.3% | +4.8% | +2.5% | +6.1% |
| 30D | +20.0% | +8.6% | +11.3% | +17.6% |
| 3M | +3.8% | +5.7% | -1.9% | +2.4% |
| 6M | +3.8% | +25.5% | -21.7% | -1.9% |
| YTD | -5.9% | +39.6% | -45.5% | -13.7% |
| 1Y | -3.2% | +35.5% | -38.7% | -10.7% |
| 3Y | +13.3% | +96.2% | -82.9% | -7.1% |
| 5Y | +25.2% | +110.2% | -85.0% | -1.4% |
| All | +25.2% | +110.4% | -85.1% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling