+10.5%
MCD vs FIX
+448.6%
-438.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -6.0% | -0.3% |
| 7D | +7.1% | -17.5% | +24.6% | +6.3% |
| 30D | +19.8% | -41.6% | +61.3% | +17.6% |
| 3M | +0.8% | -40.6% | +41.4% | -0.9% |
| 6M | -1.3% | -49.4% | +48.1% | -3.1% |
| YTD | -7.8% | +9.2% | -16.9% | -8.9% |
| 1Y | -5.0% | +6.5% | -11.4% | -6.1% |
| 3Y | +10.5% | +448.7% | -438.2% | +2.8% |
| All | +10.5% | +448.6% | -438.1% | +2.8% |
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 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