+22.6%
MCD vs FN
+148.3%
-125.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.5% | -0.9% |
| 7D | +8.0% | -16.0% | +24.0% | +7.9% |
| 30D | +19.6% | -40.1% | +59.7% | +19.4% |
| 3M | +2.2% | -43.9% | +46.1% | +2.0% |
| 6M | -1.1% | -55.6% | +54.5% | -1.2% |
| YTD | -7.2% | -35.7% | +28.4% | -7.9% |
| 1Y | -6.7% | -39.8% | +33.1% | -7.3% |
| 3Y | +11.6% | +80.3% | -68.7% | +3.4% |
| 5Y | +22.6% | +143.3% | -120.6% | +6.0% |
| All | +22.6% | +148.3% | -125.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling