+181.3%
MCD vs FCUV
-98.6%
+279.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | -0.9% |
| 7D | -2.9% | -63.8% | +60.9% | -2.8% |
| 30D | -6.7% | -14.7% | +7.9% | -6.8% |
| 3M | -9.6% | +65.3% | -74.9% | -10.2% |
| 6M | -22.3% | -68.5% | +46.2% | -22.8% |
| YTD | -15.4% | -83.0% | +67.6% | -15.9% |
| 1Y | -16.8% | -94.4% | +77.6% | -17.2% |
| 3Y | -2.4% | -99.3% | +96.9% | -2.9% |
| 5Y | +19.4% | -99.9% | +119.2% | +18.9% |
| 10Y | +181.3% | -98.6% | +279.9% | +172.2% |
| All | +181.3% | -98.6% | +279.9% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling