+178.1%
MCD vs FFIV
+216.0%
-38.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.8% | -1.0% | -1.9% | -2.7% |
| 30D | -6.0% | -5.1% | -1.0% | -5.2% |
| 3M | -5.6% | -4.5% | -1.1% | -5.2% |
| 6M | -21.9% | +36.5% | -58.3% | -27.2% |
| YTD | -14.7% | +53.0% | -67.7% | -22.9% |
| 1Y | -17.3% | +24.2% | -41.5% | -22.1% |
| 3Y | -2.2% | +137.2% | -139.4% | -22.9% |
| 5Y | +20.3% | +91.8% | -71.5% | -1.7% |
| All | +178.1% | +216.0% | -38.0% | +84.8% |
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