+150.2%
MCD vs FND
+76.3%
+73.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.1% |
| 7D | +5.9% | +8.5% | -2.6% | +4.6% |
| 30D | +19.6% | +17.2% | +2.4% | +16.6% |
| 3M | +3.3% | -14.9% | +18.2% | +5.6% |
| 6M | +3.5% | +3.1% | +0.4% | +2.1% |
| YTD | -6.1% | -12.4% | +6.3% | -5.6% |
| 1Y | -3.7% | -10.0% | +6.3% | -3.6% |
| 3Y | +13.4% | -31.3% | +44.7% | +14.2% |
| 5Y | +25.2% | -60.3% | +85.5% | +34.5% |
| All | +150.2% | +76.3% | +73.9% | +97.5% |
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