+13.4%
MCD vs FFIV
+103.5%
-90.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.8% |
| 7D | +5.9% | -2.1% | +8.0% | +5.9% |
| 30D | +19.6% | -33.8% | +53.4% | +19.7% |
| 3M | +3.3% | -20.6% | +23.9% | +3.1% |
| 6M | +3.5% | -10.2% | +13.7% | +2.8% |
| YTD | -6.1% | +24.5% | -30.6% | -8.3% |
| 1Y | -3.7% | +29.3% | -33.0% | -6.3% |
| 3Y | +13.4% | +103.8% | -90.4% | +4.7% |
| All | +13.4% | +103.5% | -90.1% | +4.7% |
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