-3.2%
MCD vs FDS
+26.7%
-29.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | -2.0% | +9.3% | +7.5% |
| 30D | +20.0% | +13.5% | +6.4% | +18.8% |
| 3M | +3.8% | +15.2% | -11.3% | +2.6% |
| 6M | +3.8% | +47.0% | -43.3% | +0.8% |
| YTD | -5.9% | +13.9% | -19.8% | -7.5% |
| 1Y | -3.2% | +25.2% | -28.4% | -8.7% |
| All | -3.2% | +26.7% | -29.9% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling