+261.7%
MCD vs FCUV
-87.2%
+348.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.7% | +12.1% | -1.5% |
| 7D | -2.8% | +62.8% | -65.7% | -2.9% |
| 30D | -6.0% | +66.5% | -72.5% | -6.1% |
| 3M | -5.6% | +459.9% | -465.5% | -6.4% |
| 6M | -21.9% | -12.4% | -9.5% | -22.4% |
| YTD | -14.7% | -47.5% | +32.8% | -15.2% |
| 1Y | -17.3% | -80.5% | +63.2% | -17.7% |
| 3Y | -2.2% | -97.6% | +95.5% | -2.7% |
| 5Y | +20.3% | -99.5% | +119.8% | +19.7% |
| 10Y | +180.7% | -95.8% | +276.5% | +172.9% |
| All | +261.7% | -87.2% | +348.9% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling