-1.5%
MCD vs FN
+158.4%
-159.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.7% | -1.4% |
| 7D | -2.8% | -1.7% | -1.1% | -2.9% |
| 30D | -6.0% | -22.0% | +16.0% | -6.7% |
| 3M | -5.6% | -43.0% | +37.4% | -6.7% |
| 6M | -21.9% | -27.7% | +5.9% | -22.2% |
| YTD | -14.7% | -10.5% | -4.2% | -14.6% |
| 1Y | -17.3% | +12.5% | -29.8% | -16.6% |
| All | -1.5% | +158.4% | -159.9% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling