+2,314.6%
MCD vs FE
+566.1%
+1,748.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +8.0% | +0.6% | +7.5% | +7.9% |
| 30D | +19.6% | +6.4% | +13.2% | +17.7% |
| 3M | +2.2% | -0.5% | +2.7% | +2.3% |
| 6M | -1.1% | +4.7% | -5.9% | -2.4% |
| YTD | -7.2% | +8.4% | -15.6% | -9.3% |
| 1Y | -6.7% | +7.2% | -13.9% | -8.6% |
| 3Y | +11.6% | +44.9% | -33.3% | +0.3% |
| 5Y | +22.6% | +46.3% | -23.6% | +9.1% |
| 10Y | +218.4% | +110.3% | +108.1% | +153.0% |
| All | +2,314.6% | +566.1% | +1,748.5% | +1,148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling