+177.3%
MCD vs FN
+900.0%
-722.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.7% | -1.7% |
| 7D | -2.8% | -1.7% | -1.1% | -2.7% |
| 30D | -6.0% | -22.0% | +16.0% | -5.0% |
| 3M | -5.6% | -43.0% | +37.4% | -3.1% |
| 6M | -21.9% | -27.7% | +5.9% | -21.5% |
| YTD | -14.7% | -10.5% | -4.2% | -15.9% |
| 1Y | -17.3% | +12.5% | -29.8% | -20.2% |
| 3Y | -2.2% | +153.8% | -156.0% | -16.3% |
| 5Y | +20.3% | +288.0% | -267.7% | -5.3% |
| All | +177.3% | +900.0% | -722.7% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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