+211.7%
MCD vs FDS
+135.4%
+76.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | +0.5% |
| 7D | +7.1% | -0.5% | +7.6% | +7.3% |
| 30D | +19.8% | +20.2% | -0.4% | +13.7% |
| 3M | +0.8% | +19.9% | -19.1% | -4.7% |
| 6M | -1.3% | +56.2% | -57.5% | -14.7% |
| YTD | -7.8% | +14.6% | -22.3% | -13.2% |
| 1Y | -5.0% | +31.6% | -36.6% | -15.0% |
| 3Y | +10.5% | -23.8% | +34.4% | +17.6% |
| 5Y | +22.0% | -22.6% | +44.5% | +26.5% |
| All | +211.7% | +135.4% | +76.3% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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