-1.2%
MCD vs FLR
+56.7%
-58.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.5% |
| 7D | -2.8% | +5.4% | -8.3% | -2.8% |
| 30D | -6.0% | +11.4% | -17.4% | -5.9% |
| 3M | -5.6% | +11.4% | -17.0% | -5.5% |
| 6M | -21.9% | +16.6% | -38.5% | -21.8% |
| YTD | -14.7% | +41.7% | -56.4% | -14.8% |
| 1Y | -17.3% | +35.4% | -52.7% | -17.3% |
| All | -1.2% | +56.7% | -58.0% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling