-3.5%
MCD vs FLR
+6.9%
-10.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.3% | -6.5% | +2.2% |
| 7D | +5.9% | +8.5% | -2.6% | +6.4% |
| 30D | +19.6% | -0.7% | +20.3% | +19.7% |
| 3M | +3.3% | -11.7% | +15.0% | +2.8% |
| 6M | +3.5% | +16.2% | -12.7% | +3.7% |
| YTD | -6.1% | +27.0% | -33.1% | -4.3% |
| All | -3.5% | +6.9% | -10.3% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling