+177.3%
MCD vs FIX
+5,813.3%
-5,636.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -2.8% | +6.0% | -8.9% | -3.4% |
| 30D | -6.0% | -7.2% | +1.2% | -5.4% |
| 3M | -5.6% | -15.9% | +10.3% | -4.5% |
| 6M | -21.9% | +12.7% | -34.6% | -24.2% |
| YTD | -14.7% | +72.8% | -87.5% | -22.1% |
| 1Y | -17.3% | +122.9% | -140.2% | -27.7% |
| 3Y | -2.2% | +774.3% | -776.5% | -36.6% |
| 5Y | +20.3% | +2,049.5% | -2,029.2% | -37.4% |
| All | +177.3% | +5,813.3% | -5,636.0% | +17.8% |
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