+183.9%
MCD vs FLR
+21.0%
+162.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -6.1% | -0.7% | -5.5% | -6.2% |
| 3M | -7.3% | +14.3% | -21.6% | -8.6% |
| 6M | -20.9% | +25.6% | -46.5% | -23.0% |
| YTD | -14.7% | +42.9% | -57.5% | -18.0% |
| 1Y | -16.1% | +38.7% | -54.9% | -19.4% |
| 3Y | -1.5% | +61.8% | -63.3% | -8.9% |
| 5Y | +20.4% | +254.1% | -233.6% | +0.5% |
| All | +183.9% | +21.0% | +162.9% | +108.9% |
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