+10.5%
MCD vs FITB
+123.2%
-112.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | +7.1% | -1.5% | +8.7% | +7.3% |
| 30D | +19.8% | +5.8% | +13.9% | +19.1% |
| 3M | +0.8% | -6.1% | +6.9% | +1.4% |
| 6M | -1.3% | +5.9% | -7.3% | -1.9% |
| YTD | -7.8% | +16.1% | -23.9% | -9.4% |
| 1Y | -5.0% | +28.8% | -33.8% | -7.7% |
| 3Y | +10.5% | +126.0% | -115.5% | +2.4% |
| All | +10.5% | +123.2% | -112.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling