+23.4%
MCD vs FLEX
+499.5%
-476.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -2.6% |
| 7D | -1.9% | +2.2% | -4.2% | -1.9% |
| 30D | +16.6% | -32.6% | +49.3% | +16.6% |
| 3M | +0.9% | -35.5% | +36.4% | +1.0% |
| 6M | +1.5% | -45.6% | +47.0% | +1.5% |
| YTD | -8.3% | +30.7% | -39.0% | -11.8% |
| 1Y | -8.1% | +28.4% | -36.5% | -11.7% |
| 3Y | +10.3% | +301.7% | -291.3% | -7.6% |
| 5Y | +23.4% | +473.3% | -449.8% | -5.3% |
| All | +23.4% | +499.5% | -476.1% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling