+180.0%
MCD vs FISV
-1.0%
+181.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.1% | +1.1% |
| 7D | -2.0% | -1.6% | -0.5% | -1.7% |
| 30D | -6.1% | -3.0% | -3.2% | -5.6% |
| 3M | -7.3% | -3.5% | -3.7% | -6.9% |
| 6M | -20.9% | -19.4% | -1.5% | -17.4% |
| YTD | -14.7% | -24.3% | +9.6% | -9.8% |
| 1Y | -16.1% | -62.4% | +46.3% | +2.9% |
| 3Y | -1.5% | -58.2% | +56.7% | +8.2% |
| 5Y | +20.4% | -56.5% | +77.0% | +26.6% |
| 10Y | +180.0% | -0.5% | +180.5% | +120.7% |
| All | +180.0% | -1.0% | +181.0% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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