+180.0%
MCD vs FITB
+285.0%
-105.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.0% | +2.8% | -4.9% | -2.7% |
| 30D | -6.1% | -4.5% | -1.6% | -5.2% |
| 3M | -7.3% | +5.7% | -12.9% | -8.6% |
| 6M | -20.9% | +17.1% | -38.0% | -24.1% |
| YTD | -14.7% | +18.3% | -33.0% | -18.5% |
| 1Y | -16.1% | +23.9% | -40.0% | -21.0% |
| 3Y | -1.5% | +131.1% | -132.6% | -22.5% |
| 5Y | +20.4% | +71.1% | -50.6% | -0.4% |
| 10Y | +180.0% | +283.9% | -103.9% | +62.3% |
| All | +180.0% | +285.0% | -105.0% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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