-6.7%
MCD vs FGI
+51.0%
-57.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +8.0% | -11.6% | +19.6% | +8.0% |
| 30D | +19.6% | -3.3% | +22.9% | +19.6% |
| 3M | +2.2% | +65.6% | -63.4% | +2.9% |
| 6M | -1.1% | -2.8% | +1.6% | -0.5% |
| YTD | -7.2% | +30.1% | -37.4% | -6.0% |
| 1Y | -6.7% | +50.2% | -56.9% | -9.1% |
| All | -6.7% | +51.0% | -57.7% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling