-5.9%
MCD vs FIG
-77.7%
+71.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -1.6% | +2.6% | -4.2% | -1.6% |
| 30D | +16.0% | -13.1% | +29.1% | +16.2% |
| 3M | 0.0% | -20.3% | +20.3% | 0.0% |
| 6M | +0.9% | -2.1% | +3.1% | +0.9% |
| YTD | -8.7% | -49.4% | +40.7% | -9.1% |
| 1Y | -8.6% | -57.0% | +48.4% | -9.0% |
| All | -5.9% | -77.7% | +71.8% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling