+211.7%
MCD vs FN
+753.0%
-541.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -1.0% |
| 7D | +7.1% | 0.0% | +7.2% | +6.9% |
| 30D | +19.8% | -34.3% | +54.1% | +21.8% |
| 3M | +0.8% | -39.9% | +40.7% | +2.7% |
| 6M | -1.3% | -51.8% | +50.5% | +1.4% |
| YTD | -7.8% | -28.1% | +20.4% | -8.5% |
| 1Y | -5.0% | -29.1% | +24.1% | -5.9% |
| 3Y | +10.5% | +102.4% | -91.9% | -4.6% |
| 5Y | +22.0% | +171.7% | -149.7% | -1.4% |
| All | +211.7% | +753.0% | -541.3% | +115.8% |
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