+211.7%
MCD vs FIX
+3,608.1%
-3,396.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -6.0% | -1.1% |
| 7D | +7.1% | -17.5% | +24.6% | +8.7% |
| 30D | +19.8% | -41.6% | +61.3% | +25.7% |
| 3M | +0.8% | -40.6% | +41.4% | +5.3% |
| 6M | -1.3% | -49.4% | +48.1% | +4.2% |
| YTD | -7.8% | +9.2% | -16.9% | -12.6% |
| 1Y | -5.0% | +6.5% | -11.4% | -9.9% |
| 3Y | +10.5% | +448.7% | -438.2% | -26.0% |
| 5Y | +22.0% | +948.7% | -926.7% | -31.2% |
| All | +211.7% | +3,608.1% | -3,396.5% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling