-12.1%
MCD vs FIG
-71.6%
+59.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.8% | -1.5% |
| 7D | -2.8% | -16.3% | +13.5% | -2.8% |
| 30D | -6.0% | -14.3% | +8.3% | -6.0% |
| 3M | -5.6% | +7.2% | -12.7% | -5.9% |
| 6M | -21.9% | -18.6% | -3.2% | -22.2% |
| YTD | -14.7% | -35.5% | +20.8% | -15.2% |
| 1Y | -17.3% | -55.8% | +38.5% | -18.0% |
| All | -12.1% | -71.6% | +59.5% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling