+213.3%
MCD vs FITB
+231.2%
-17.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +7.3% | +0.5% | +6.8% | +7.2% |
| 30D | +20.0% | +7.0% | +12.9% | +18.1% |
| 3M | +3.8% | -4.4% | +8.2% | +4.9% |
| 6M | +3.8% | +11.6% | -7.8% | +0.9% |
| YTD | -5.9% | +18.6% | -24.5% | -10.2% |
| 1Y | -3.2% | +29.8% | -33.1% | -9.8% |
| 3Y | +13.3% | +140.7% | -127.4% | -11.6% |
| 5Y | +25.2% | +48.6% | -23.4% | +8.1% |
| 10Y | +213.3% | +224.4% | -11.1% | +90.6% |
| All | +213.3% | +231.2% | -17.9% | +90.6% |
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