-3.5%
MCD vs FIG
-56.6%
+53.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.4% | +1.7% |
| 7D | +5.9% | -12.6% | +18.6% | +6.3% |
| 30D | +19.6% | -13.8% | +33.4% | +20.0% |
| 3M | +3.3% | -16.7% | +20.0% | +3.4% |
| 6M | +3.5% | -6.1% | +9.6% | +3.0% |
| YTD | -6.1% | -48.1% | +42.0% | -6.6% |
| All | -3.5% | -56.6% | +53.2% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling