+211.3%
MCD vs FLR
+17.5%
+193.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.3% | -6.5% | +1.1% |
| 7D | +5.9% | +8.5% | -2.6% | +5.2% |
| 30D | +19.6% | -0.7% | +20.3% | +19.6% |
| 3M | +3.3% | -11.7% | +15.0% | +4.1% |
| 6M | +3.5% | +16.2% | -12.7% | +1.5% |
| YTD | -6.1% | +27.0% | -33.1% | -9.0% |
| 1Y | -3.7% | +10.1% | -13.7% | -5.5% |
| 3Y | +13.4% | +46.2% | -32.8% | +5.6% |
| 5Y | +25.2% | +121.4% | -96.3% | +9.6% |
| 10Y | +211.3% | +11.0% | +200.3% | +128.3% |
| All | +211.3% | +17.5% | +193.8% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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