+193.4%
MCD vs FN
+700.1%
-506.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | -0.3% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +14.1% | -16.5% | +30.7% | +14.7% |
| 3M | +0.6% | -42.1% | +42.7% | +2.7% |
| 6M | 0.0% | -52.9% | +52.9% | +2.9% |
| YTD | -9.3% | -28.0% | +18.7% | -10.1% |
| 1Y | -9.3% | -18.5% | +9.2% | -11.1% |
| 3Y | +8.6% | +93.9% | -85.3% | -5.7% |
| 5Y | +21.9% | +170.5% | -148.6% | -1.4% |
| All | +193.4% | +700.1% | -506.7% | +105.1% |
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