+540.0%
MCD vs FN
+2,575.5%
-2,035.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.5% | 0.0% |
| 7D | +8.0% | -16.0% | +24.0% | +8.8% |
| 30D | +19.6% | -40.1% | +59.7% | +22.6% |
| 3M | +2.2% | -43.9% | +46.1% | +4.8% |
| 6M | -1.1% | -55.6% | +54.5% | +2.2% |
| YTD | -7.2% | -35.7% | +28.4% | -7.2% |
| 1Y | -6.7% | -39.8% | +33.1% | -6.4% |
| 3Y | +11.6% | +80.3% | -68.7% | -0.5% |
| 5Y | +22.6% | +143.3% | -120.6% | +4.5% |
| 10Y | +218.4% | +682.3% | -463.9% | +140.9% |
| All | +540.0% | +2,575.5% | -2,035.5% | +339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling