+338.1%
MCD vs FIVE
+826.1%
-488.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.2% |
| 7D | +8.0% | -1.7% | +9.8% | +8.3% |
| 30D | +19.6% | +14.9% | +4.7% | +17.6% |
| 3M | +2.2% | +7.6% | -5.4% | +1.1% |
| 6M | -1.1% | +6.4% | -7.6% | -2.4% |
| YTD | -7.2% | +28.1% | -35.3% | -10.8% |
| 1Y | -6.7% | +54.7% | -61.4% | -12.4% |
| 3Y | +11.6% | +36.1% | -24.5% | +3.2% |
| 5Y | +22.6% | +14.9% | +7.8% | +13.5% |
| 10Y | +218.4% | +578.8% | -360.4% | +129.7% |
| All | +338.1% | +826.1% | -488.0% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling