-5.0%
MCD vs FIVE
+55.9%
-60.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +7.1% | -0.3% | +7.4% | +7.1% |
| 30D | +19.8% | +17.7% | +2.1% | +18.4% |
| 3M | +0.8% | +4.0% | -3.2% | +0.5% |
| 6M | -1.3% | +2.6% | -3.9% | -1.5% |
| YTD | -7.8% | +27.6% | -35.3% | -10.1% |
| 1Y | -5.0% | +59.9% | -64.9% | -12.4% |
| All | -5.0% | +55.9% | -60.8% | -12.4% |
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