+193.4%
MCD vs FCUV
-98.2%
+291.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +136.0% | -136.6% | -0.8% |
| 7D | -1.6% | +148.8% | -150.4% | -1.8% |
| 30D | +14.1% | +95.0% | -80.9% | +14.0% |
| 3M | +0.6% | +27.8% | -27.2% | +0.4% |
| 6M | 0.0% | +121.0% | -121.0% | -0.9% |
| YTD | -9.3% | -78.1% | +68.9% | -9.8% |
| 1Y | -9.3% | -94.3% | +85.0% | -9.7% |
| 3Y | +8.6% | -98.9% | +107.5% | +8.0% |
| 5Y | +21.9% | -99.7% | +121.6% | +21.3% |
| All | +193.4% | -98.2% | +291.7% | +183.8% |
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