+5,979.9%
MCD vs FISV
+11,002.6%
-5,022.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -6.0% | -2.1% | -4.0% | -5.8% |
| 3M | -5.6% | -5.7% | +0.2% | -4.9% |
| 6M | -21.9% | -15.3% | -6.5% | -19.9% |
| YTD | -14.7% | -21.1% | +6.4% | -11.6% |
| 1Y | -17.3% | -61.1% | +43.8% | -4.3% |
| 3Y | -2.2% | -56.8% | +54.7% | +8.3% |
| 5Y | +20.3% | -54.2% | +74.5% | +29.7% |
| 10Y | +180.7% | +1.6% | +179.1% | +158.4% |
| All | +5,979.9% | +11,002.6% | -5,022.7% | +2,667.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling