+213.4%
MCD vs FIX
+3,416.6%
-3,203.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.6% | +10.8% | +0.3% |
| 7D | +8.0% | -27.2% | +35.3% | +11.0% |
| 30D | +19.6% | -46.9% | +66.5% | +26.7% |
| 3M | +2.2% | -44.4% | +46.6% | +7.5% |
| 6M | -1.1% | -50.9% | +49.8% | +4.6% |
| YTD | -7.2% | +3.5% | -10.8% | -11.7% |
| 1Y | -6.7% | -2.1% | -4.6% | -10.7% |
| 3Y | +11.6% | +418.7% | -407.2% | -24.9% |
| 5Y | +22.6% | +894.6% | -871.9% | -30.4% |
| All | +213.4% | +3,416.6% | -3,203.2% | +33.3% |
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