-17.3%
MCD vs FIVE
+66.7%
-84.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -1.7% |
| 7D | -2.8% | +4.3% | -7.1% | -3.0% |
| 30D | -6.0% | +12.5% | -18.5% | -6.3% |
| 3M | -5.6% | +31.2% | -36.8% | -6.3% |
| 6M | -21.9% | +14.4% | -36.2% | -22.0% |
| YTD | -14.7% | +33.9% | -48.6% | -15.5% |
| 1Y | -17.3% | +65.1% | -82.3% | -19.0% |
| All | -17.3% | +66.7% | -84.0% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling