+2,042.7%
MCD vs FDS
+9,502.8%
-7,460.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.9% |
| 7D | -2.8% | -1.9% | -0.9% | -2.5% |
| 30D | -6.0% | +9.0% | -15.0% | -7.5% |
| 3M | -5.6% | +18.9% | -24.4% | -8.8% |
| 6M | -21.9% | +35.1% | -57.0% | -26.6% |
| YTD | -14.7% | +5.5% | -20.2% | -16.7% |
| 1Y | -17.3% | -16.8% | -0.5% | -16.1% |
| 3Y | -2.2% | -28.1% | +25.9% | +1.3% |
| 5Y | +20.3% | -17.4% | +37.7% | +20.8% |
| 10Y | +180.7% | +85.4% | +95.3% | +145.5% |
| All | +2,042.7% | +9,502.8% | -7,460.1% | +1,144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling