+25.2%
MCD vs FISV
-36.4%
+61.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | +5.9% | +22.3% | -16.4% | +3.3% |
| 30D | +19.6% | +39.2% | -19.6% | +14.9% |
| 3M | +3.3% | +21.2% | -17.9% | +0.6% |
| 6M | +3.5% | +14.5% | -11.0% | +1.2% |
| YTD | -6.1% | -5.4% | -0.7% | -6.3% |
| 1Y | -3.7% | -0.3% | -3.4% | -4.6% |
| 3Y | +13.4% | -46.8% | +60.2% | +10.8% |
| 5Y | +25.2% | -36.2% | +61.4% | +13.2% |
| All | +25.2% | -36.4% | +61.5% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling