-1.3%
MCD vs FFIV
-8.6%
+7.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.6% |
| 7D | +7.1% | -8.1% | +15.3% | +6.3% |
| 30D | +19.8% | -33.4% | +53.2% | +15.9% |
| 3M | +0.8% | -24.7% | +25.6% | -0.7% |
| 6M | -1.3% | -8.8% | +7.5% | -3.8% |
| All | -1.3% | -8.6% | +7.2% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling