-5.0%
MCD vs FN
-33.3%
+28.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | +0.1% |
| 7D | +7.1% | 0.0% | +7.2% | +7.3% |
| 30D | +19.8% | -34.3% | +54.1% | +17.7% |
| 3M | +0.8% | -39.9% | +40.7% | -1.1% |
| 6M | -1.3% | -51.8% | +50.5% | -3.4% |
| YTD | -7.8% | -28.1% | +20.4% | -8.4% |
| 1Y | -5.0% | -29.1% | +24.1% | -6.0% |
| All | -5.0% | -33.3% | +28.4% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling