-4.9%
MCD vs FIG
-77.9%
+72.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.6% |
| 7D | +7.1% | -13.1% | +20.2% | +7.3% |
| 30D | +19.8% | -13.0% | +32.8% | +19.9% |
| 3M | +0.8% | -21.5% | +22.3% | +0.9% |
| 6M | -1.3% | -2.5% | +1.2% | -1.4% |
| YTD | -7.8% | -49.7% | +41.9% | -8.1% |
| 1Y | -5.0% | -59.1% | +54.1% | -5.5% |
| All | -4.9% | -77.9% | +72.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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