+14.0%
MCD vs FGI
-70.4%
+84.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.1% | -1.5% |
| 7D | -2.8% | +0.5% | -3.4% | -2.8% |
| 30D | -6.0% | +65.4% | -71.4% | -6.1% |
| 3M | -5.6% | +23.5% | -29.1% | -5.6% |
| 6M | -21.9% | +60.5% | -82.4% | -22.1% |
| YTD | -14.7% | +30.0% | -44.7% | -14.8% |
| 1Y | -17.3% | +82.1% | -99.3% | -18.0% |
| 3Y | -2.2% | -4.4% | +2.2% | -2.4% |
| All | +14.0% | -70.4% | +84.3% | +16.0% |
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