+21.2%
MCD vs FGI
-74.8%
+96.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -25.2% | +24.6% | -0.6% |
| 7D | -1.6% | -14.4% | +12.8% | -1.6% |
| 30D | +14.1% | -11.8% | +25.9% | +14.1% |
| 3M | +0.6% | -46.2% | +46.9% | +0.6% |
| 6M | 0.0% | +5.2% | -5.2% | 0.0% |
| YTD | -9.3% | +10.5% | -19.8% | -9.4% |
| 1Y | -9.3% | +25.5% | -34.8% | -9.7% |
| 3Y | +8.6% | -16.0% | +24.6% | +8.2% |
| All | +21.2% | -74.8% | +96.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling