+6,563.2%
MCD vs FAST
+76,596.6%
-70,033.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +6.2% |
| 7D | +11.9% | +3.4% | +8.4% | +11.2% |
| 30D | +20.2% | +5.5% | +14.7% | +19.1% |
| 3M | +5.2% | +7.6% | -2.4% | +3.7% |
| 6M | 0.0% | +19.8% | -19.8% | -3.5% |
| YTD | -6.5% | +35.5% | -42.0% | -12.1% |
| 1Y | -3.9% | +31.6% | -35.6% | -9.2% |
| 3Y | +12.5% | +91.0% | -78.6% | -1.6% |
| 5Y | +24.2% | +105.1% | -80.9% | +6.4% |
| 10Y | +220.9% | +598.2% | -377.3% | +116.5% |
| All | +6,563.2% | +76,596.6% | -70,033.4% | +2,137.6% |
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