+25.2%
MCD vs FFIV
+41.1%
-15.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | -4.2% | +11.5% | +7.6% |
| 30D | +20.0% | -33.9% | +53.8% | +23.4% |
| 3M | +3.8% | -22.6% | +26.4% | +5.2% |
| 6M | +3.8% | -10.4% | +14.1% | +3.3% |
| YTD | -5.9% | +24.3% | -30.2% | -10.3% |
| 1Y | -3.2% | +31.8% | -35.0% | -8.6% |
| 3Y | +13.3% | +99.5% | -86.2% | -3.4% |
| 5Y | +25.2% | +40.7% | -15.5% | +12.1% |
| All | +25.2% | +41.1% | -15.9% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling