+193.4%
MCD vs FFIV
+118.6%
+74.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +14.1% | -32.4% | +46.5% | +21.4% |
| 3M | +0.6% | -25.7% | +26.3% | +4.8% |
| 6M | 0.0% | -13.5% | +13.5% | +0.6% |
| YTD | -9.3% | +21.1% | -30.4% | -15.6% |
| 1Y | -9.3% | +29.4% | -38.7% | -16.9% |
| 3Y | +8.6% | +94.9% | -86.3% | -13.1% |
| 5Y | +21.9% | +34.7% | -12.8% | +6.1% |
| All | +193.4% | +118.6% | +74.8% | +99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling