+10.5%
MCD vs FFIV
+102.2%
-91.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +7.1% | -8.1% | +15.3% | +7.1% |
| 30D | +19.8% | -33.4% | +53.2% | +19.8% |
| 3M | +0.8% | -24.7% | +25.6% | +0.7% |
| 6M | -1.3% | -8.8% | +7.5% | -2.2% |
| YTD | -7.8% | +21.8% | -29.5% | -10.0% |
| 1Y | -5.0% | +25.3% | -30.2% | -7.5% |
| 3Y | +10.5% | +101.2% | -90.6% | +1.9% |
| All | +10.5% | +102.2% | -91.6% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling