+1,197.9%
MCD vs FFIV
+5,965.2%
-4,767.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +7.1% | -8.1% | +15.3% | +7.7% |
| 30D | +19.8% | -33.4% | +53.2% | +22.6% |
| 3M | +0.8% | -24.7% | +25.6% | +2.3% |
| 6M | -1.3% | -8.8% | +7.5% | -1.2% |
| YTD | -7.8% | +21.8% | -29.5% | -9.5% |
| 1Y | -5.0% | +25.3% | -30.2% | -7.0% |
| 3Y | +10.5% | +101.2% | -90.6% | +4.4% |
| 5Y | +22.0% | +40.2% | -18.2% | +17.3% |
| 10Y | +216.7% | +129.0% | +87.6% | +193.5% |
| All | +1,197.9% | +5,965.2% | -4,767.2% | +881.5% |
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