+2,217.3%
MCD vs FDS
+10,327.4%
-8,110.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.0% |
| 3M | +0.8% | +19.9% | -19.1% | -2.6% |
| 6M | -1.3% | +56.2% | -57.5% | -9.5% |
| YTD | -7.8% | +14.6% | -22.3% | -11.4% |
| 1Y | -5.0% | +31.6% | -36.6% | -11.1% |
| 3Y | +10.5% | -23.8% | +34.4% | +13.2% |
| 5Y | +22.0% | -22.6% | +44.5% | +23.6% |
| 10Y | +216.7% | +139.3% | +77.3% | +166.0% |
| All | +2,217.3% | +10,327.4% | -8,110.1% | +1,224.4% |
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