+2,202.9%
MCD vs FDS
+10,549.7%
-8,346.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.1% |
| 7D | -1.9% | -2.1% | +0.2% | -1.6% |
| 30D | +16.6% | +16.0% | +0.6% | +13.6% |
| 3M | +0.9% | +18.8% | -17.8% | -2.3% |
| 6M | +1.5% | +54.1% | -52.6% | -6.8% |
| YTD | -8.3% | +17.0% | -25.3% | -12.3% |
| 1Y | -8.1% | +25.5% | -33.7% | -13.3% |
| 3Y | +10.3% | -23.3% | +33.6% | +12.8% |
| 5Y | +23.4% | -22.6% | +46.0% | +25.1% |
| 10Y | +205.9% | +130.2% | +75.7% | +158.2% |
| All | +2,202.9% | +10,549.7% | -8,346.8% | +1,211.1% |
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