+1,100.2%
MCD vs FFIV
+7,518.9%
-6,418.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | -1.0% | -1.9% | -2.8% |
| 30D | -6.0% | -5.1% | -1.0% | -5.8% |
| 3M | -5.6% | -4.5% | -1.1% | -5.4% |
| 6M | -21.9% | +36.5% | -58.3% | -23.6% |
| YTD | -14.7% | +53.0% | -67.7% | -17.3% |
| 1Y | -17.3% | +24.2% | -41.5% | -18.8% |
| 3Y | -2.2% | +137.2% | -139.4% | -8.3% |
| 5Y | +20.3% | +91.8% | -71.5% | +13.8% |
| 10Y | +180.7% | +215.2% | -34.5% | +155.9% |
| All | +1,100.2% | +7,518.9% | -6,418.8% | +797.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling