+22.7%
MCD vs FDS
-22.8%
+45.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | +0.1% |
| 7D | +7.1% | -0.5% | +7.6% | +7.2% |
| 30D | +19.8% | +20.2% | -0.4% | +15.9% |
| 3M | +0.8% | +19.9% | -19.1% | -2.7% |
| 6M | -1.3% | +56.2% | -57.5% | -9.9% |
| YTD | -7.8% | +14.6% | -22.3% | -10.4% |
| 1Y | -5.0% | +31.6% | -36.6% | -11.2% |
| 3Y | +10.5% | -23.8% | +34.4% | +18.0% |
| All | +22.7% | -22.8% | +45.5% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling