-3.2%
MCD vs FIG
-77.2%
+73.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.4% | +1.7% |
| 7D | +5.9% | -12.6% | +18.6% | +6.1% |
| 30D | +19.6% | -13.8% | +33.4% | +19.8% |
| 3M | +3.3% | -16.7% | +20.0% | +3.3% |
| 6M | +3.5% | -6.1% | +9.6% | +3.3% |
| YTD | -6.1% | -48.1% | +42.0% | -6.5% |
| 1Y | -3.7% | -56.2% | +52.5% | -4.2% |
| All | -3.2% | -77.2% | +73.9% | -2.6% |
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