+5,979.9%
MCD vs FAST
+71,032.6%
-65,052.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 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% | -6.7% |
| 6M | -21.9% | +8.0% | -29.8% | -23.2% |
| YTD | -14.7% | +25.6% | -40.3% | -18.6% |
| 1Y | -17.3% | +0.8% | -18.1% | -17.9% |
| 3Y | -2.2% | +86.1% | -88.3% | -14.1% |
| 5Y | +20.3% | +100.2% | -79.9% | +3.5% |
| 10Y | +180.7% | +494.2% | -313.5% | +94.8% |
| All | +5,979.9% | +71,032.6% | -65,052.7% | +1,971.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling