+21.6%
MCD vs FIX
+2,061.9%
-2,040.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -2.8% | +6.0% | -8.9% | -3.0% |
| 30D | -6.0% | -7.2% | +1.2% | -5.9% |
| 3M | -5.6% | -15.9% | +10.3% | -5.3% |
| 6M | -21.9% | +12.7% | -34.6% | -22.8% |
| YTD | -14.7% | +72.8% | -87.5% | -17.6% |
| 1Y | -17.3% | +122.9% | -140.2% | -21.7% |
| 3Y | -2.2% | +774.3% | -776.5% | -24.0% |
| All | +21.6% | +2,061.9% | -2,040.3% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling