-9.3%
MCD vs FIX
+15.7%
-25.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.7% |
| 7D | -1.6% | +9.4% | -11.1% | -0.7% |
| 30D | +14.1% | -27.8% | +41.9% | +10.8% |
| 3M | +0.6% | -35.6% | +36.2% | -3.1% |
| 6M | 0.0% | -45.2% | +45.2% | -4.5% |
| YTD | -9.3% | +19.5% | -28.7% | -8.7% |
| 1Y | -9.3% | +24.2% | -33.5% | -8.5% |
| All | -9.3% | +15.7% | -25.0% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling