+193.4%
MCD vs FIX
+3,564.5%
-3,371.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -1.6% | +9.4% | -11.1% | -2.5% |
| 30D | +14.1% | -27.8% | +41.9% | +17.2% |
| 3M | +0.6% | -35.6% | +36.2% | +4.2% |
| 6M | 0.0% | -45.2% | +45.2% | +4.8% |
| YTD | -9.3% | +19.5% | -28.7% | -14.8% |
| 1Y | -9.3% | +24.2% | -33.5% | -15.5% |
| 3Y | +8.6% | +494.2% | -485.5% | -27.9% |
| 5Y | +21.9% | +1,036.1% | -1,014.2% | -31.7% |
| All | +193.4% | +3,564.5% | -3,371.1% | +23.7% |
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