+11.2%
MCD vs FIX
+420.3%
-409.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.6% | +10.8% | -1.3% |
| 7D | +8.0% | -27.2% | +35.3% | +6.7% |
| 30D | +19.6% | -46.9% | +66.5% | +17.1% |
| 3M | +2.2% | -44.4% | +46.6% | +0.2% |
| 6M | -1.1% | -50.9% | +49.8% | -3.2% |
| YTD | -7.2% | +3.5% | -10.8% | -8.6% |
| 1Y | -6.7% | -2.1% | -4.6% | -8.1% |
| All | +11.2% | +420.3% | -409.1% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling