-1.5%
MCD vs FDS
-27.9%
+26.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.1% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | -6.0% | +9.0% | -15.0% | -7.1% |
| 3M | -5.6% | +18.9% | -24.4% | -8.1% |
| 6M | -21.9% | +35.1% | -57.0% | -25.5% |
| YTD | -14.7% | +5.5% | -20.2% | -15.0% |
| 1Y | -17.3% | -16.8% | -0.5% | -13.2% |
| All | -1.5% | -27.9% | +26.4% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling