+21.6%
MCD vs FLR
+242.2%
-220.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.5% |
| 7D | -2.8% | +5.4% | -8.3% | -2.9% |
| 30D | -6.0% | +11.4% | -17.4% | -6.2% |
| 3M | -5.6% | +11.4% | -17.0% | -5.9% |
| 6M | -21.9% | +16.6% | -38.5% | -22.2% |
| YTD | -14.7% | +41.7% | -56.4% | -15.7% |
| 1Y | -17.3% | +35.4% | -52.7% | -18.2% |
| 3Y | -2.2% | +57.3% | -59.5% | -5.6% |
| All | +21.6% | +242.2% | -220.6% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling