+8.6%
MCD vs FND
-39.5%
+48.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -1.6% | -6.8% | +5.2% | -0.9% |
| 30D | +14.1% | +8.0% | +6.1% | +13.3% |
| 3M | +0.6% | -18.9% | +19.5% | +2.2% |
| 6M | 0.0% | +4.7% | -4.7% | -0.6% |
| YTD | -9.3% | -21.6% | +12.3% | -8.2% |
| 1Y | -9.3% | -22.0% | +12.7% | -8.2% |
| 3Y | +8.6% | -40.4% | +49.1% | +12.0% |
| All | +8.6% | -39.5% | +48.1% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling