+205.9%
MCD vs FE
+120.9%
+85.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | +16.6% | +3.6% | +13.0% | +15.3% |
| 3M | +0.9% | +0.3% | +0.6% | +0.8% |
| 6M | +1.5% | +6.4% | -4.9% | -0.6% |
| YTD | -8.3% | +8.1% | -16.5% | -10.8% |
| 1Y | -8.1% | +4.6% | -12.7% | -9.7% |
| 3Y | +10.3% | +49.1% | -38.8% | -4.1% |
| 5Y | +23.4% | +46.1% | -22.7% | +6.8% |
| 10Y | +205.9% | +122.7% | +83.2% | +151.5% |
| All | +205.9% | +120.9% | +85.0% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling