+1,605.0%
MCD vs FLR
+482.5%
+1,122.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.9% | -1.0% |
| 7D | +7.1% | -0.8% | +7.9% | +7.2% |
| 30D | +19.8% | -9.1% | +28.9% | +21.0% |
| 3M | +0.8% | -4.7% | +5.5% | +0.8% |
| 6M | -1.3% | -14.2% | +12.9% | -0.6% |
| YTD | -7.8% | +17.3% | -25.0% | -11.1% |
| 1Y | -5.0% | +4.3% | -9.2% | -7.2% |
| 3Y | +10.5% | +30.7% | -20.2% | +1.3% |
| 5Y | +22.0% | +101.3% | -79.3% | +2.5% |
| 10Y | +216.7% | +12.4% | +204.3% | +147.6% |
| All | +1,605.0% | +482.5% | +1,122.5% | +849.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling