+205.9%
MCD vs FISV
+28.5%
+177.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -1.9% | +3.0% | -4.9% | -2.7% |
| 30D | +16.6% | +38.8% | -22.1% | +7.3% |
| 3M | +0.9% | +21.2% | -20.3% | -4.3% |
| 6M | +1.5% | +17.5% | -16.0% | -3.6% |
| YTD | -8.3% | -4.9% | -3.5% | -8.7% |
| 1Y | -8.1% | -0.6% | -7.6% | -9.7% |
| 3Y | +10.3% | -47.4% | +57.7% | +14.1% |
| 5Y | +23.4% | -36.0% | +59.5% | +14.0% |
| 10Y | +205.9% | +27.1% | +178.8% | +133.9% |
| All | +205.9% | +28.5% | +177.5% | +133.9% |
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