+195.2%
MCD vs FISV
+22.0%
+173.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.3% | +0.5% |
| 7D | -1.6% | -2.0% | +0.4% | -1.1% |
| 30D | +16.0% | +31.8% | -15.8% | +8.1% |
| 3M | 0.0% | +19.3% | -19.3% | -4.9% |
| 6M | +0.9% | +12.1% | -11.1% | -3.0% |
| YTD | -8.7% | -8.4% | -0.3% | -8.3% |
| 1Y | -8.6% | -4.5% | -4.1% | -9.2% |
| 3Y | +9.9% | -49.4% | +59.2% | +14.7% |
| 5Y | +22.6% | -39.0% | +61.6% | +14.8% |
| All | +195.2% | +22.0% | +173.2% | +123.9% |
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