+20.8%
MCD vs FE
+47.0%
-26.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -1.6% | +1.2% | -2.9% | -2.0% |
| 30D | +14.1% | +4.5% | +9.6% | +12.6% |
| 3M | +0.6% | +1.3% | -0.7% | +0.2% |
| 6M | 0.0% | +8.7% | -8.6% | -2.5% |
| YTD | -9.3% | +9.2% | -18.5% | -11.8% |
| 1Y | -9.3% | +7.0% | -16.3% | -11.3% |
| 3Y | +8.6% | +51.4% | -42.8% | -5.0% |
| All | +20.8% | +47.0% | -26.2% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling