+193.4%
MCD vs FLEX
+608.2%
-414.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | -1.6% | +7.5% | -9.1% | -2.5% |
| 30D | +14.1% | -25.3% | +39.4% | +16.9% |
| 3M | +0.6% | -39.7% | +40.3% | +5.2% |
| 6M | 0.0% | -47.9% | +47.9% | +5.3% |
| YTD | -9.3% | +24.1% | -33.4% | -17.7% |
| 1Y | -9.3% | +26.0% | -35.3% | -18.1% |
| 3Y | +8.6% | +282.7% | -274.1% | -23.8% |
| 5Y | +21.9% | +424.2% | -402.3% | -22.2% |
| All | +193.4% | +608.2% | -414.7% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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