-3.9%
MCD vs FFIV
+33.5%
-37.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +7.0% | +6.5% |
| 7D | +11.9% | -9.8% | +21.7% | +11.2% |
| 30D | +20.2% | -28.1% | +48.3% | +18.1% |
| 3M | +5.2% | -20.0% | +25.2% | +4.1% |
| 6M | 0.0% | -0.1% | +0.1% | -0.4% |
| YTD | -6.5% | +29.2% | -35.7% | -7.5% |
| 1Y | -3.9% | +36.6% | -40.5% | -6.6% |
| All | -3.9% | +33.5% | -37.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling