-5.5%
MCD vs FIG
-77.7%
+72.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.6% |
| 7D | -1.9% | -14.3% | +12.3% | -1.7% |
| 30D | +16.6% | -13.6% | +30.2% | +16.8% |
| 3M | +0.9% | -23.7% | +24.7% | +1.1% |
| 6M | +1.5% | -5.4% | +6.9% | +1.4% |
| YTD | -8.3% | -49.2% | +40.9% | -8.7% |
| 1Y | -8.1% | -57.4% | +49.2% | -8.6% |
| All | -5.5% | -77.7% | +72.1% | -4.9% |
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