+211.3%
MCD vs FIX
+4,032.2%
-3,820.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.4% | -7.6% | +0.9% |
| 7D | +5.9% | -7.2% | +13.2% | +6.3% |
| 30D | +19.6% | -35.1% | +54.8% | +24.2% |
| 3M | +3.3% | -34.3% | +37.5% | +6.8% |
| 6M | +3.5% | -42.9% | +46.4% | +7.9% |
| YTD | -6.1% | +19.5% | -25.6% | -11.8% |
| 1Y | -3.7% | +16.8% | -20.4% | -9.5% |
| 3Y | +13.4% | +506.7% | -493.3% | -25.0% |
| 5Y | +25.2% | +1,046.7% | -1,021.5% | -30.0% |
| 10Y | +211.3% | +3,800.0% | -3,588.7% | +30.9% |
| All | +211.3% | +4,032.2% | -3,820.9% | +30.9% |
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