-16.8%
MCD vs FISV
-64.1%
+47.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.6% |
| 7D | -2.9% | -6.4% | +3.5% | -2.5% |
| 30D | -6.7% | -6.8% | +0.1% | -6.4% |
| 3M | -9.6% | -10.0% | +0.4% | -9.2% |
| 6M | -22.3% | -20.6% | -1.7% | -21.7% |
| YTD | -15.4% | -27.6% | +12.1% | -14.4% |
| 1Y | -16.8% | -64.3% | +47.5% | -10.9% |
| All | -16.8% | -64.1% | +47.3% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling