+21.6%
MCD vs FITB
+71.5%
-49.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -6.0% | -4.7% | -1.3% | -5.4% |
| 3M | -5.6% | +6.7% | -12.3% | -6.5% |
| 6M | -21.9% | +12.6% | -34.4% | -23.3% |
| YTD | -14.7% | +19.1% | -33.8% | -17.1% |
| 1Y | -17.3% | +22.6% | -39.9% | -20.1% |
| 3Y | -2.2% | +127.1% | -129.3% | -15.4% |
| All | +21.6% | +71.5% | -49.9% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling