+127.5%
MCD vs FND
+58.4%
+69.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.7% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -6.1% | -23.6% | +17.4% | -2.3% |
| 3M | -7.3% | +4.3% | -11.6% | -8.4% |
| 6M | -20.9% | -20.3% | -0.7% | -18.9% |
| YTD | -14.7% | -21.3% | +6.6% | -12.6% |
| 1Y | -16.1% | -45.4% | +29.3% | -9.4% |
| 3Y | -1.5% | -48.9% | +47.4% | +4.3% |
| 5Y | +20.4% | -61.0% | +81.5% | +29.1% |
| All | +127.5% | +58.4% | +69.0% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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