+21.6%
MCD vs FND
-60.2%
+81.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | -2.8% | -5.2% | +2.4% | -2.4% |
| 30D | -6.0% | -19.9% | +13.9% | -4.1% |
| 3M | -5.6% | +2.7% | -8.3% | -6.1% |
| 6M | -21.9% | -21.7% | -0.2% | -20.5% |
| YTD | -14.7% | -17.5% | +2.8% | -13.8% |
| 1Y | -17.3% | -39.3% | +22.0% | -14.3% |
| 3Y | -2.2% | -49.8% | +47.6% | +1.5% |
| All | +21.6% | -60.2% | +81.8% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling