+211.7%
MCD vs FE
+105.3%
+106.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +7.1% | -1.0% | +8.2% | +7.5% |
| 30D | +19.8% | +4.1% | +15.6% | +18.2% |
| 3M | +0.8% | -1.0% | +1.8% | +1.1% |
| 6M | -1.3% | +4.0% | -5.3% | -2.6% |
| YTD | -7.8% | +6.8% | -14.6% | -9.9% |
| 1Y | -5.0% | +5.3% | -10.2% | -6.7% |
| 3Y | +10.5% | +44.6% | -34.0% | -2.9% |
| 5Y | +22.0% | +44.2% | -22.2% | +6.1% |
| All | +211.7% | +105.3% | +106.4% | +162.1% |
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