+10.5%
MCD vs FDS
-23.2%
+33.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | 0.0% |
| 7D | +7.1% | -0.5% | +7.6% | +7.2% |
| 30D | +19.8% | +20.2% | -0.4% | +16.9% |
| 3M | +0.8% | +19.9% | -19.1% | -1.8% |
| 6M | -1.3% | +56.2% | -57.5% | -7.6% |
| YTD | -7.8% | +14.6% | -22.3% | -9.1% |
| 1Y | -5.0% | +31.6% | -36.6% | -9.5% |
| 3Y | +10.5% | -23.8% | +34.4% | +17.5% |
| All | +10.5% | -23.2% | +33.7% | +17.5% |
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 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