+213.3%
MCD vs FDS
+127.5%
+85.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | -2.0% | +9.3% | +7.9% |
| 30D | +20.0% | +13.5% | +6.4% | +15.7% |
| 3M | +3.8% | +15.2% | -11.3% | -0.7% |
| 6M | +3.8% | +47.0% | -43.3% | -8.7% |
| YTD | -5.9% | +13.9% | -19.8% | -11.2% |
| 1Y | -3.2% | +25.2% | -28.4% | -12.0% |
| 3Y | +13.3% | -25.3% | +38.6% | +21.3% |
| 5Y | +25.2% | -23.3% | +48.5% | +30.3% |
| 10Y | +213.3% | +126.0% | +87.3% | +139.0% |
| All | +213.3% | +127.5% | +85.9% | +139.0% |
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