+25.8%
MCD vs FGI
-70.0%
+95.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | -4.1% | +11.4% | +7.3% |
| 30D | +20.0% | -3.4% | +23.3% | +19.9% |
| 3M | +3.8% | +61.8% | -58.0% | +3.8% |
| 6M | +3.8% | +17.0% | -13.3% | +3.8% |
| YTD | -5.9% | +31.4% | -37.3% | -6.0% |
| 1Y | -3.2% | +42.7% | -45.9% | -3.6% |
| 3Y | +13.3% | -0.1% | +13.4% | +12.9% |
| All | +25.8% | -70.0% | +95.8% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling