+10.5%
MCD vs FIVE
+34.8%
-24.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +19.1% |
| 3M | +0.8% | +4.0% | -3.2% | +0.6% |
| 6M | -1.3% | +2.6% | -3.9% | -1.5% |
| YTD | -7.8% | +27.6% | -35.3% | -8.6% |
| 1Y | -5.0% | +59.9% | -64.9% | -6.5% |
| 3Y | +10.5% | +35.8% | -25.2% | +10.4% |
| All | +10.5% | +34.8% | -24.3% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling